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Quant Radio: Designing Robust Trend Following System

The Quantopian Podcast

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Understanding Risk Management in Trend Following

This chapter explores the intricacies of risk management strategies such as risk budgeting and hierarchical risk parity, which are essential for limiting losses and diversifying investments. It also covers the role of transaction costs, trend following, and options trading, advocating for a systematic approach to ensure trading profitability.

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