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Episode TimeStamps:
01:57 - Rob Croce’s path from economics to managed futures and trend following
04:38 - Yoav on AI-assisted mathematics and solving a 60-year-old problem
06:14 - Rob on out-of-sample testing and learning from market structure
11:42 - Rising Japanese bond yields and the global bond market backdrop
12:39 - Momentum investing and the growing popularity of trend-based strategies
17:04 - Current trend following environment across equities, bonds and commodities
19:13 - “Betting Against Beta” and why low-beta portfolios may outperform
25:43 - The role of leverage aversion and diversification in factor investing
34:26 - Rob Croce’s paper: where crisis alpha really comes from
40:31 - Why beta timing drives much of trend following’s defensive behavior
47:46 - Can carry improve trend following without sacrificing crisis alpha?
51:51 - Execution algorithms, risk reduction and trading during crises
57:46 - Why correlation spikes matter for portfolio execution and liquidity
01:04:05 - Final thoughts and where to find Rob Croce’s research
