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TTU143: How to stay Sharpe ft. Guillaume Jamet, Co-CIO at Metori Capital Management

Top Traders Unplugged

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Can CTA's Be Replicated?

I think the problem has to do with a fiduciary because if on one hand you say, I, I,. I commit to open source CTA's and it's going to be very simple because I want to be very transparent on everything. But then if you do that, you really cannot choose back test and it's quite difficult to use historical data in some way. And for the replication again, the problem with fiduciary is quite high because how do you feel responsible for the portfolio and the decision you take when you are just trying to filter the returns of others? So let me build before I hand it back to Alan.

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