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Podcast: Resolve Riffs Investment Podcast
Episode: ReSolve Riffs on How to Replicate Trend Following Managed Futures
Description: In this episode, Adam, Rod and Mike review a new whitepaper called Peering Around Corners: How to Replicate Trend Following Managed Futures. They cover the motivation, methods, analysis and conclusions including: ·      why managed futures produce strong returns ·      the role of managed futures in a stock / bond portfolio ·      why every strategy is vulnerable to lost decades, and the role of diversification ·      why investors probably shouldn’t be worried about flows to managed futures ·      why replication does not negate the presence of manager alpha ·      how replication is related to returns based style analysis ·     ...