AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
3min chapter
Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
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.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode