17min chapter

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010 - Alan Clement - Fortified & Diversified Quantitative Equities Strategies

The Algorithmic Advantage

CHAPTER

Stops and Risk in Rotational Strategies

The chapter discusses the use of stops in rotational strategies and the acceptance of market risk in trend following approaches. They explain the importance of giving positions breathing space before getting out and the weekly holding period for rotations. Additionally, they mention diversifying capital allocation to mitigate adverse risk.

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