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Episode TimeStamps:

00:00 – Intro
01:57 – This week in Trend Following?
06:38 – Industry performance update
08:34 – A bit of background to Andrew and his work
15:12 – The mechanics of their replication strategy
20:20 – Getting correlation right…is that enough?
34:25 – What about flat periods?
41:19 – What is the hardest pard of what you do?
44:29 – Q1, Brian: Is there any tax advantages to your strategy?
46:01 – Q2, Jerry: What does your investor base look like?
53:19 – Are cryptocurrencies part of your universe?
57:16 – Q3, Jerry: How is the price of the ETF made up?
59:24 – Q4, Mike: Will capacity become an issue at a certain level of AUM like it does for traditional CTA strategies?
01:04:17 – Q5: Thoughts on CTAs being an essential part of a portfolio?
01:20:39 – Crisis Alpha
01:30:00 – Bringing value to investors
01:32:09 – Can you replicate a single manager?
01:44:14 – Will the current inflows mean that the CTA industry will reach capacity?
01:48:22 – Thanks for listening

214 Systematic Investor Series ft. Andrew Beer – October 16th, 2022 on Top Traders Unplugged.