Ep. 989: Four Trend Players with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Diversification in the CTA Space
A lot of people assume that high correlation means you're always going to get the same result. But what we show is that high correlation breaks down in periods where you perform. The only way to protect yourself from that is not just replicating the correlation, but actually diversified across a whole set of strategies so that you can replicate the performance.
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