Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
00:00
How to Use Trends Signals to Manage Positions
Trent: Can you explain how you think about applying trends signals to manage positions sort of not only within an asset class, but also across asset classes and over time. Kerry: We do want the strategy to have a dynamic I'm not going to say the word convexity with regard to the strategy because I think that that's an overused and poorly understood word in many cases. Trent: So we've got this dynamic exposure to trend on the carry side, what we're doing is also dynamic because we are dynamic in terms of where we allocate in the asset classes. And so we allow trend to sort of take more or less risk through time, but have a constant long term average
Transcript
Play full episode
