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003 - Two Quants - Moritz Seibert & Moritz Heiden (Part I)

The Algorithmic Advantage

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The Issues with Volatility Targeting

The speakers discuss the flaws of volatility targeting as a risk management method in trading, highlighting the problems with using it as a risk measure and scaling positions. They also explore the impact of implementing volatility control on the distribution of returns and the limitations it imposes on potential gains.

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