TTU143: How to stay Sharpe ft. Guillaume Jamet, Co-CIO at Metori Capital Management

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.-----EXCEPTIONAL RESOURCE: Find Out How to Build a Safer & Better Performing Portfolio using this FREE NEW Portfolio Builder Tool-----Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.And you can get a free copy of my latest book “The Many Flavors of Trend Following” here.Learn more about the Trend Barometer here.Send your questions to [email protected] please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.Follow Alan on Twitter.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 - Incorporating ESGs with alternative markets...