TTU148: CTAs - The Good, The Bad, and The Misunderstood ft. Rob Carver, Graham Robertson and Yoav Git

Today, we’re diving deep into the world of CTAs and their role in investment portfolios. We discuss the balance between focusing on a single asset class versus a multi-asset approach, emphasizing that different asset classes offer unique utilities to investors. Our guests share insights from their experiences, highlighting the importance of tailored execution strategies and how technology can enhance trading performance. We also explore the growing interest from major players like Fidelity and BlackRock in trend-following strategies, raising questions about the future of CTAs in institutional portfolios. Join us as we unpack these themes and share our thoughts on the evolving landscape of systematic trading.

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50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

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Episode Timestamps:

04:02 - Introduction to Yoav Git

06:16 - The background behind Graham, Rob and Yoav's relationship

12:15 - What is common about people working at Man AHL?

15:47 - Should you focus on single or multi asset classes?

24:58 - The state and outlook for fixed income and

29:47 - Liquidity and how it plays a role in alternative markets

36:09 - Are investors misunderstanding liquidity?

37:28 - How do you actually measure and think about liquidity?

39:50 - Why are CTAs not widely represented in portfolio?

49:14 - How to understand and master execution

58:01 - Research and technology in systematic trading

01:02:36 - "My love for you is like a magnitude 6 earthquake, your sharpe ratio makes me tremble in size"

01:05:00 - Are we at a turning point for trend following?

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