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Doug Greenig - At the Frontier of Trend Following
Flirting with Models
The Performance of the Alternative Markets Trend
We're seeing very good performance of our models in these markets. I think that perhaps the reason is that the other participants in the market are not primarily speculators working on the same time scale as we are. So you can have two sophisticated people trading in a market with different motives and different time horizons, and both of them sort of making money. But the point is, I haven't seen that because the performance of alternative markets trend has held up very well.
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