Introduction

I'm not sure whether it surprised me or whether I just seem to have a different memory of things that I've read from you or heard from you because you don't trade the markets necessarily exactly the same way. But there's always this thing about when you build, say, a trend falling portfolio, and in our case, we trade all markets equal - even though we know that none of them is going to be optimal. We could find models that are speeds or parameters that are better for certain markets. Of course, we could. We still choose to trade them equal. And how? Because we have both a lot of institutional and private investors listening to us, but we also have a

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