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Chris Cole, Artemis Capital Management - You Want To Diversify Based On How Assets Perform In Different Market Regimes | #317

The Meb Faber Show - Better Investing

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What's the Main Response to the CTA Paper?

The main response to the paper has been that it seems obvious, but you're speaking to your wheelhouse. One of the biggest problems is the dead cash problem. The average portfolio has far more correlation problems than that diverse by portfolio. There's still correlation risk in the Dragon portfolio.

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