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Today, we are joined by Svante Bergstr\xf6m, Founding Partner and CEO of Lynx Asset Management, for a conversation on how they incorporate trend following in their trading strategy, through the use of a multi-strat approach. We discuss why they believe trend following will continue to work for the next hundred years and how they ensure a good balance between achieving a high Sharpe while maintaining the trend following profile, what they have learned from 2022 and how they used diversifying models and machine learning to profit in 2022, their process of finding new models and replacing the ones that do not work and why they are sceptical about the returns from CTA replication. We also discuss the number of markets they prefer to trade, how they manage risk and what you should pay attention to when evaluating managers, their approach to capacity and fees and their process of finding new talent in the industry, how they implement ESGs in their work and much more.

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Learn more about LYNX

Episode Timestamps:

02:18 - Introduction to LYNX\t

04:11 - How did they settle on trend following?\t

09:08 - A painful ride?\t

11:09 - Too focused on sharpe?\t

14:04 - What stood out in 2022?\t

16:17 - The dual mandate\t

18:10 - The benefits of diversifying strategies\t

20:08 - Why machine learning?\t

24:31 - The flipside of diversifying strategies...