Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
Lessons Learned Managing Fund of Funds
i wanted to get an idea from you as to what were some of the lessons learned managing fund o funds, especially when it comes to due diligence on trend managers. i would say that the biggest takeaway from running a fund of funds that focused primarily on c t as was that the surviving c t as all pretty much thesame thing. The common denominator that i found among ctes where it didn't work out was they used a lot of filters. They're always trying to solve last cycle's problem with a lots of filters and don't have enough respect for degrees of freedom issues that they're creating by using these filters.
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