The Era of Product Chasing - Did I miss the trade? S03:E11
Pirates of Finance
00:00
The CTA Classic Trend Following Community
The CTA classic trend following community like to argue whether you should be vol targeting on the back end after the trades open. As volatility expands, you're going to have a lower positioning sizing because of volatility expansion. And so what that means is if you are doing a target vol strategy, it is a pseudo trend strategy. You tend to be decreasing position size as returns get worse and increasing position sizes returns get better.
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