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SI281: More Markets = Better Performance? ft. Mark Rzepczynski

Top Traders Unplugged

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Principal Component Analysis and Market Performance

This chapter discusses the concept of principal component analysis (PCA) and its application in understanding market performance. It explores the balance between diversification and risk-taking in a portfolio, and how PCA can help decompose risk factors. The chapter also explores the debate on whether trading more markets leads to better returns and emphasizes the importance of analyzing underlying assumptions and market factors.

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