AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
2min chapter
Liquidity Premium with Adam Butler (S1E8)
Flirting with Models
How to Preserve a Trend Following Property?
A typical trend follower that uses multiple definitions of friends, so let's call it to say 1, 3, 6, 9, and 12, 1 trend. You have a lot of weight on the first few returns that are closest to today's return. It turns out that if you reverse engineer it, it's a much closer to the reverse of that. And in fact, if you examine it empirically, you might say the near term returns should have a negative weight.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode