OI23: Why Capital Efficiency Is the Next Edge in Investing ft. Charlie McGarraugh

Charlie McGarraugh joins Moritz Seibert to discuss how systematic investing is evolving beyond traditional trend following. Drawing on experience from Goldman Sachs, crypto and machine learning, Charlie explains why adaptive portfolios, capital efficiency and smarter position sizing may become the defining advantages for the next generation of macro investors. They explore the rise of managed futures ETFs, China's growing futures markets, the trade off between diversification and simplicity, and why portfolio construction often matters more than finding the next predictive signal. It is a thoughtful conversation about where systematic investing may be heading next.

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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:

00:00 - Why position sizing may matter more than return prediction

01:03 - Charlie McGarra's journey from Goldman Sachs to Altis Partners

09:03 - The history of Altis Partners and its evolution beyond trend following

11:19 - Building a multi factor macro strategy around trend

16:02 - Why adaptive investing is becoming increasingly important

21:49 - The growth of managed futures ETFs and reaching new investors

25:27 - Designing ETFs for diversification and capital efficiency

30:30 - Why Chinese commodity futures offer unique opportunities

40:41 - New ideas around leverage and capital efficiency

42:37 - Kelly sizing, drawdowns and maximizing long term returns

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PLUS: Whenever you're ready... here are 3 ways I can help you in your investment Journey:

1. eBooks that cover key topics that you need to know about

In my eBooks, I put together some key discoveries and things I have learnt during the more than 3 decades I have worked in the Trend Following industry, which I hope you will find useful. Click Here

2. Daily Trend Barometer and Market Score

One of the things I’m really proud of, is the fact that I have managed to published the Trend Barometer and Market Score each day for more than a decade...as these tools are really good at describing the environment for trend following managers as well as giving insights into the general positioning of a trend following strategy! Click Here

3. Other Resources that can help you

And if you are hungry for more useful resources from the trend following world...check out some precious resources that I have found over the years to be really valuable. Click Here

Disclaimer

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