AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
2min chapter
Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
The Importance of Speed in Trend Followers
Trend followers tend to think a lot about the speed of their signal. And that speed is really important because it often informs the horizon over which the strategy is going to exhibit some form of convexity. It seems to us that actually what works has gotten a little bit faster in the last 10 years since we started doing this, of course. So we're exponentially decaying our signals and we're using signals with half lives from 10 days to about half a year.
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