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How to Replicate the Sock Gen Trend Index
The Sock Gen trend index generally looks like it's about 25% risk in equities, bonds, commodities, and currencies. And what we're doing is basically saying once we found the machinery that we think replicates how the index actually operates, then what we do is run those trend following programs every day that tell us what to buy and sell. We call that the top down approach. The other way you could do this is what we call the bottom up approach which is saying, I don't want to be agnostic to how Warren Buffett picks his stocks. So instead of trying to look at Berkshire's returns, I'm going to build out that process. And every day I'm