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Trend following. The dynamic systems & strategies that make up a modern CTA, w/ EMCs John Krautsack

The Derivative

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The Scale Factor

The more volatile the market is, the smaller the size of a position. If f a market doesn't have a lot of volatility, something like uro dollars, we're able to put on a bigger position. So each market has its own risk waiting. But then we take in consideration the volatility of that market,. when we put a position on.

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