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CTA Trend-Focusing Strategy
I want to get into you mentioned machine learning and how you think about the risk element there. Maybe just start with trend-following. I know you're doing purely sort of an intraday approach. It's a matter of hours as opposed to days or weeks or months. Most CTA strategy has a follow-up trend that has been established over multiple months. But we choose to be intraday because we also observe that trend has been getting shorter and shorter.