SI305: Building A Hedge Fund Allocation ft. Alan Dunne

Together with Alan Dunne, we take the temperature of the current state of affairs in the U.S. election and how the election impacts the economy and markets. Alan also shares his advice for allocator looking to start a new trend following fund and we discuss how fees are currently the big differentiator in the CTA space, with one manager increasing it's performance fee to 30%. We also discuss the "Dual Mandate of Managed Futures Strategies" and how how different frequencies of skewness affect strategies and delves into the use of "delay" by pure trend managers to smooth returns. We continue our conversation on the topic of Building a Hedge Fund Allocation, diving into the considerations and strategies involved in creating a robust hedge fund portfolio and more.

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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:

01:02 - What has been on our radar recently?

05:38 - How we utilize AI in our own work

09:14 - Price on fossil hit an all time high

09:54 - The FOMO narrative in investing

11:52 - Alan's thoughts on the state of affairs in the U.S. Election

19:50 - An unsustainable path

24:37 - Industry performance update

27:58 - Q1, Ciaran: What are allocators looking for in a new trend following fund?

34:25 - Fees - the big differentiator

38:46 - Key takeaway from the paper "Skew Spectrum"

48:20 - Paper on building a hedge fund allocation

01:00:34 - Thanks for...