The Cockroach Portfolio
Pirates of Finance
00:00
The Importance of Trend Following in Capital Allocation
Managed features in CTA has largely become synonymous with trend following. But it is by no means the only signal that gets incorporated. There's like Ag spread trading, carry trading on things outside of FX and just term structure carry. A lot of managers that were pure trend followers over the last few decades have moved into a lot more like mean reverting strategies to help balance their book.
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