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Trend following. The dynamic systems & strategies that make up a modern CTA, w/ EMCs John Krautsack

The Derivative

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I'll Perform a Lot of Our Peers, Particularly Good Times

A, i'll perform a lot of our peers, specially good times. We will take some outlier performance in our back test and remove those markets so they don't skew are our results by too much? Like way back when mexico had their big dvaluation, that really spiked our our pianel. That's exactly right. So we really believe in it from, not only from a a system building idea, but also from that overlay.

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