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SI302: The Negative Crisis Beta and CTA's Hidden Market Timing Skills ft. Nick Baltas

Top Traders Unplugged

CHAPTER

Analysis of Trend Performance and the Role of Reversion Components in Financial Markets

This chapter offers an in-depth look at trend performance in the financial markets, exploring factors like rate reversion and commodities impact on underperformance. It emphasizes the significance of integrating reversion components with trend-following strategies for improved market performance.

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