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4min chapter
Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
Trend Following and Machine Learning - What's Your Take?
The risk free rate of return has gone from six % in the late nineties down to almost zero. With some of the performance struggles there's been a real trend on c tas to d emphasize price trend in their models. Some are starting to incorporate ideas like machine learning as risk overlays, or even to discover different types signals. Mackro: "There is no alchemy here"
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