If a replicant in the 1980s sci-fi classic Blade Runner was a genetically engineered, bio-enhanced person with para-physical capabilities, "composed entirely of organic substance," created for slave labor – what does that make Corey Hoffstein and his takes on replicating?  On this episode of The Derivative, we're joined by the model flirting, possible replicant, Corey Hoffstein, who takes us through the intricacies of replication strategies, comparing different approaches and digging deep into the pros and cons of indices vs strategies vs replication. Learn about the challenges faced by replicators in the hedge fund industry, the

Corey and Jeff provide insights into the factors that drive trend-following performance in different markets, explore the potential of alternative markets for

Chapters:

00:00-02:04= Intro

02:05-04:13= Babies are easy

04:14-22:20= Efforts in Replication & Leveraged equity

22:21-33:14= When did CTAs, MFs, and Trend Following, become synonymous? Explaining Dispersion

33:15-41:52= Two ways to replicate a strategy, first up: Top Down

41:53-56:07= Replicating a Strategy: Bottom Up

56:08-01:04:29= The immaculate rebalance & not everything needs to be in an ETF

01:04:30-01:10:09= Chat GPT – Good, bad, or ugly?

01:10:10-01:19:21= Word association

Follow along with Corey on Twitter @choffstein and for more information on Newfound Research visit thinknewfound.com. Also make sure to check out Corey's podcasts Flirting with Models & Pirates of Finance!

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