The Man Down Under, That Is You, That Is You, Rich

jack writes, thank you for a terrific podcast. Your recent thoughts on the macro backdrop and the regime transition we are seeing is definitely something i too believe in. While the old and simple approach has some quaequot dumb benefits with regard to skew, they are fundamentally inferior. There is a misconception about compounding. Hi sharp means that you can, in kelly terms, bet more and achieve optimal compounding. The fact that vol targeting reduce your opsite continuous dynamic systems will, for instance, deploy open trade equity immediately on a systematic interval, and hence also increase positions. Volat can decrease after a trend has started, allowing dynamic systems to substantially increase their positions.

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