SI400: When Crisis Alpha Hides in Plain Sight ft. Yoav Git & Rob Croce

This week, we are joined by Yoav Git and Rob Croce from Fidelity Investments for a deep dive into trend following, portfolio construction and execution in modern markets. The conversation explores why crisis alpha may come more from beta timing than market selection, the logic behind betting against beta, and how quantitative investors think about diversification, carry and relative value strategies. Along the way, the trio discuss Japan’s rising bond yields, momentum investing, execution risk during crises and even how ChatGPT helped solve a 60-year-old mathematical problem. This is a technical but highly practical discussion about how systematic investors build robust portfolios in a changing macro environment. IT's TRUE 👀 - most CIO's read 50+ books each year - get your copy of the Ultimate Guide to the Best Investment Books ever written here: www.toptradersunplugged.com/Ultimate And you can get a free copy of my latest book "Ten Reasons to Add Trend Following to Your Portfolio" here: www.toptradersunplugged.com/10-reasons-optin Send your questions to [email protected] Follow Niels on Twitter and Yoav on LinkedIn: @TopTradersLive & www.linkedin.com/in/yoavgit/ And please share this episode with a like-minded friend and leave an honest rating & review on iTunes and Spotify so more people can discover the podcast.