Ep. 989: Four Trend Players with Michael Covel on Trend Following Radio
Michael Covel's Trend Following
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The Importance of Return Disversion in the CTA Space
One thing did stick out to me, which really sort of got me to think about this paper. All the plots on this point were very, very close together with the exception of one. So it was almost like there was this one situation which just didn't fit into the norm. And then I went back and thought about it again and sort of came up with the results of this paper.
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