

SI229: Managed Futures - The Ultimate Diversification Tool? ft. Andrew Beer
Feb 5, 2023
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Introduction
00:00 • 2min
The First Month of the Year
01:36 • 5min
Are We Just Getting a Little Bit Ahead of Ourself?
06:37 • 2min
The Asset Management Industry Isn't Designed to Move Slowly
09:00 • 4min
The Strength of the Strategies Is That There Is No Opposition
12:49 • 2min
Is Manage Futures the Single Most Valuable Diversifier?
14:39 • 3min
The Sockgen CTA Index Is the Gold Standard of Data in the Space
18:08 • 3min
The Inverse Correlation Between Stocks and Bonds
21:25 • 2min
Do You Think 6040 Is Dead?
23:40 • 2min
Investing in Asset Allocation Models
25:48 • 4min
Is There a Single Manager Manager Manager's Fund?
29:29 • 2min
Investing in Private Equity
31:09 • 5min
Trend Following
36:14 • 4min
Is That Where You Want to Go Next?
40:41 • 2min
Asset Management - When Does Trend Following Work Better?
42:53 • 5min
Is There a Narrative to Managed Futures?
47:49 • 4min
Do You Feel Better About Medium-Term or Short-Term Trend?
51:32 • 3min
Is There Evidence on Managed Futures and Trend Following?
54:34 • 5min
What's Stopping Investors From Following the Evidence?
59:51 • 2min
Is That Going to Buy Two Times Your Fund?
01:02:20 • 2min
ETFs
01:04:18 • 2min
Systematic Investing - Episode 5
01:06:01 • 2min