Do You Think the Lookback Period Should Be Changed?

One of the other sors, sticking with this momentum theme. Have you ever tested or looked at incorporating commodities, gold on other acid classes that might not be necessarily correlated with equities? Have you on any research around that? O, sir. So similar type of our models are sort of have ben d risking too an moving into those areas. A a year or so ago, there was a paper out called, breaking bad breaking bad trains, something like that,. cam harvey and is peo without which they showed the same thing, the markets tend to wel change more now.

Transcript

Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!

Get the app