Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey
Long Story Short
00:00
Are Trend Managers Vulnerable to This?
The 400 factors are published in academic journals and that most of these factors are not real. For example, the academic research doesn't take into account transactions costs. So for trend, there are situations where there could be overfitting. If you try all of these look backs, you're going to find something that looks really good.
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