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SI199: Achieving Highest CAGR through Optimal Leverage ft. Rob Carver

Top Traders Unplugged

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The Kelly Criteria for Optimal Leverage

An equity market neutral strategy, as I said, usually have natural leverage that's lower than the CTA type strategies. So they need even more leverage. There aren't many people out there who would run at these levels of leverage. No institution would ever run at that level.

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