Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
Managed Features
The dispersion in the manage features category has been the source of tremendous anxiety my world. The different trend model specifications, the different contracts people are trading and how you wait your exposure all work together to make it such that you can have probly more dispers than almost any other category out there. If we look a like, say, small cap stocks,. How do they deal with it? Well, they diversify. That's one approach. As you can diversify so that you're not going to be so unlucky that you get the bottom decile performers. You can do the same thing in the manage future space. You can pick multiple manager. And i've had a lot of clients
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