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Learn more about Metori Capital Management.
02:17 - Introduction to Metori Capital Management
04:08 - Their investment philosophy
09:47 - An alternative view on Sharpe
18:44 - Adding value to a trend following program
21:08 - Signal filtering and embedding correlations
24:46 - The better technique and right timeframe
27:35 - Selecting and changing parameters
30:18 - Their view on replication
32:50 - Advice on evaluating and selecting managers
35:48 - Benefiting from alternative markets
39:30 - The risk of alternative markets
41:29 - Looking beyond China
42:18 - Incorporating ESGs with alternative markets
45:20 - Overcoming investors' trend following barriers
49:39 - The role of trend in a multi-asset portfolio
53:47 - Are risk mitigation strategies going out of fashion?
55:49 - Too much money in trend following?
58:57 - Trend following disagreements
01:00:56 - Expectations for 2023
01:02:55 - Thanks for listening