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Guillaume Jamet, Co-CIO at Metori Capital Management joins us for a conversation on how pivoting to a rigorous scientific approach uncovered ways of better capturing trends in markets. We discuss his "alternative" view on Sharpe and why being a trend following CTA is not as easy as it might seem and how they break down conventional rules in markets to fix what is not working. We also uncover how Guillaume would approach manager selection if he was on the other side of the table and the pros and cons of trading alternative markets in China, how they make investors embrace trend following in their portfolio and much more.

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Learn more about Metori Capital Management.

Episode Timestamps:

02:17 - Introduction to Metori Capital Management\t

04:08 - Their investment philosophy\t

09:47 - An alternative view on Sharpe\t

18:44 - Adding value to a trend following program\t

21:08 - Signal filtering and embedding correlations\t

24:46 - The better technique and right timeframe\t

27:35 - Selecting and changing parameters\t

30:18 - Their view on replication\t

32:50 - Advice on evaluating and selecting managers\t

35:48 - Benefiting from alternative markets\t

39:30 - The risk of alternative markets\t

41:29 - Looking beyond China\t

42:18 - Incorporating...