In this episode of the Systematic Investor Series, Niels Kaastrup-Larsen and Andrew Beer discuss recent market trends and investment strategies, particularly focusing on the performance and narrative around trend-following CTAs. They analyze the shift in asset allocation, the potential for managed futures, and the impact of complexity on investment portfolios. They also discuss a new initiative by Simplify, the costs associated with different investment strategies, and the importance of a clear and compelling narrative for managed futures, suggesting it should be viewed as a "crystal ball" rather than a black box. Finally, they touch on insights from a roundtable in Stockholm, highlighting the human element in investment decisions and the evolving landscape of alpha-beta separation in the space.
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