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\\ufeffToday, we are joined by Marty Lueck, Co-Founder of Aspect Capital, for a conversation on their systematic investment process, with a primary focus on research. We discuss why bias is a core element of Aspect Capitals investment philosophy, the essence of trend and why trend strategies work, as well as how they work together with their investors to create the most optimal portfolio for them. We also explore Lueck\'s analogy of trend as "medicine" and why it is important to give the medicine time to do its work. We continue with topics such as how trend following as a strategy has evolved over time and how they feel about the newest CTA replication products, their reasoning for being cautious about using machine learning and, why they chose not to dwell too much on fees, how they guide their clients when it comes to return expectations and much more.

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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.

And you can get a free copy of my latest book \\u201cThe Many Flavors of Trend Following\\u201d here.

Learn more about the Trend Barometer here.

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Learn more about Aspect Capital

Episode Timestamps:

02:57 - Introduction to Aspect Capital\\t

06:54 - Their Investment Philosophy\\t

09:56 - Why does trend strategies work?\\t

13:12 - A less uncertain period\\t

15:44 - Too concerned about the sharpe?\\t

20:38 - Which trends are most popular?\\t

23:01 - Costumization - is there a limit?\\t

28:58 - Staying diversified and improving models\\t

34:33 - The research process\\t

37:29 - A change in models?\\t

40:15 - CTA Replication - good or bad idea?...'