Taking CTAs Mainstream ft. Andrew Beer

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Episode TimeStamps:



00:00 – Why portfolios may need a more tactical approach01:04 – AI, entrepreneurship and the changing world of work08:07 – Complex systems and why the future is so difficult to predict09:47 – Trend following performance and what is driving returns13:59 – Why the traditional 60/40 portfolio is being questioned16:20 – The problem with long-term asset allocation assumptions22:41 – Diversification, market timing and the historical advantage of bonds27:01 – What 27 years of managed futures data tells us31:51 – Crisis alpha across the dot-com crash, GFC and 202236:08 – Correlation, alpha and the diversification case for CTAs38:12 – Drawdowns and why tactical strategies can preserve capital44:55 – Sharpe ratios and the problem of lumpy returns50:39 – Why choosing the right managed futures manager is so difficult54:57 – How managed futures can finally grow the pie01:05:04 – Why the industry needs to stop getting lost in the technical details01:08:14 – The danger of betting everything on one manager01:13:02 – Why timing managed futures can make a good strategy look bad
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