Top Traders Unplugged cover image

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

Top Traders Unplugged

00:00

Dispersion and Manager Selection in Trend Following

This chapter explores the dispersion among manager returns in trend following strategies and discusses the challenge for investors in selecting the right mix of managers. It also examines the impact of time horizon, asset rank ordering, and the number of factors on trend following returns.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app