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We\u2019re joined today by Rob Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital\u2019s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being so different, how a portfolio combining a few historically successful Trend Following firms has proven to be a very potent investment strategy, navigating negative interest rate environments, how to look at Sharpe Ratios effectively, and how to calculate the \u2018Serenity Ratio\u2019 of various strategies.

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IT\u2019s TRUE ? \u2013 most CIO\u2019s read 50+ books each year \u2013 get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

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Episode TimeStamps: 

00:00 \u2013 Intro

03:07 \u2013 Macro recap from Niels

03:59 \u2013 Weekly review of performance

47:20 \u2013 Q1; Michael: How many truly diversifying instruments are there, globally?

54:42 \u2013 Q2; Bruno: As a futures trader, how do you recommend I manage the cash part of my portfolio?

01:02:30 \u2013 Q3; Kyle: What are your thoughts on scaling in and out of positions?

01:08:46 \u2013 Q4; Craig: How can Trend Following take advantage of a \u2018risk aversion\u2019 environment?

01:14:37 \u2013 Benchmark performance update

01:08:45 \u2013 Recommended listening or reading this week: Matt Levine\u2019s articles Bloomberg, <a...