Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
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How to Measure Trend in Bond Futures
Measuring trend is, I would say, a fairly consistent exercise across different asset classes. The way we might think about carry in commodities could be very different than the way we think about carry within equities or currencies. Can you talk a little bit about how you think about carry and maybe some of those special adjustments you might have to make? Carry can be pretty consistent terms of how we measure it in other asset classes as well, fortunately.
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