NFT Momentum | The 0 DTE option gammageddon, Managed Futures, jump risk, and NFT liquidity cascades
Pirates of Finance
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Is Trend Following a Hedge to Inflationary Environments?
The art versus the sciences, it's about getting those ratios right. You're probably not going to get the performance of what happened last year with trend following unless your ball is high enough. And so I think there is because of that behavior, managers are incentivized to increase the sharp ratio of their product at the cost of the utility of the product to the larger client portfolio.
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