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SI295: Trend Followers - The Unwanted Party Guests? ft. Nick Baltas

Top Traders Unplugged

CHAPTER

Optimal Risk Allocation and Trend Following Strategies

The chapter delves into the implications of fixed waiting schemes on return expectations and the importance of considering correlations between asset classes in risk allocation. It emphasizes dynamically adjusting risk based on market opportunities and the impact of correlation on risk contribution in a portfolio. The conversation highlights the strategies and approach of trend followers and the flexibility of dynamically allocating risk based on individual market trends.

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