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Learn more about LYNX.

Timestamps

02:18 – Introduction to LYNX
04:11 – How did they settle on trend following?
09:08 – A painful ride?
11:09 – Too focused on sharpe?
14:04 – What stood out in 2022?
16:17 – The dual mandate
18:10 – The benefits of diversifying strategies
20:08 – Why machine learning?
24:31 – The flipside of diversifying strategies
28:32 – The process of replacing models
31:36 – Their view on CTA replication
35:54 – Execution within LYNX
38:15 – The right number of markets
41:10 – How they manage risk
46:02 – What makes a good manager?
51:11 – The issue with capacity
54:29 – Finding and hiring new talent
59:41 – Is Liquidity on a downfall?
01:01:51 – Managing cash
01:02:48 – Trend following disagreements
01:04:04 – Expectations for 2023
01:05:33 – Thanks for listening

TTU129: Svante Bergström, CEO & Founding Partner of LYNX Asset Management on Top Traders Unplugged.