122 Systematic Investor Episode ft Robert Carver – January 10th, 2021

We’re joined today by Robert Carver to discuss how quant managers compared to discretionary managers in 2020, Winton Capital’s underperformance and resulting loss of AUM, the pressure for successful Trend Following firms to expand into different investment styles, why March & December 2020 were generally the best for Trend Followers despite being so different, how a portfolio combining a few historically successful Trend Following firms has proven to be a very potent investment strategy, navigating negative interest rate environments, how to look at Sharpe Ratios effectively, and how to calculate the ‘Serenity Ratio’ of various strategies.

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