Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
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The Importance of Beta Timing in Equity Performance
You mentioned that trend subsumes momentum. Now I was wondering you could maybe pull on that thread a little bit more. Why is that important? Once we're adjusting for riskiness right Russell 2000 is going to be a little riskier than SMP. That's the idea. Stocks have done well recently or on a relative basis are the ones that have been had the right over on exposure to beta.
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