Episode description

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

04:08 - Their investment philosophy

09:47 - An alternative view on Sharpe

18:44 - Adding value to a trend following program

21:08 - Signal filtering and embedding correlations

24:46 - The better technique and right timeframe

27:35 - Selecting and changing parameters

30:18 - Their view on replication

32:50 - Advice on evaluating and selecting managers

35:48 - Benefiting from alternative markets

39:30 - The risk of alternative markets

41:29 - Looking beyond China

42:18 -...