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The Era of Product Chasing - Did I miss the trade? S03:E11

Pirates of Finance

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Is Trend Following a Risk Parity?

The restriking is similar to whipsaw effects, right? That's basically the absolutely, absolutely. And so from that perspective, well, ignoring whether markets will mean revert or trend is that an interesting payoff profile. Whether there's alpha to it is a totally separate question.

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