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Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
The Mechanics of Combining Signals for a Trend Following Platform
I think that's one of the non trivial components of being a trend follower when you talk about using multiple trend speeds and trying to combine signals. Maybe I can ask you to go into that a little bit more deeply if you're willing. The idea of these signals potentially being dilutive to one another simply because of noise factors or how do you combine them when their magnitudes might be materially different depending on how you normalize them. So I'd love for you to maybe discuss that aspect of the mechanics of combining signals.
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