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Episode 51: Exploring Dual Momentum with Gary Antonacci

Fill The Gap: The Official Podcast of the CMT Association

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Navigating Mean Reversion: Capital Management & Trading Signals

This chapter explores the complexities of testing a mean reversion system with an emphasis on capital allocation amidst simultaneous trading signals. It highlights the significance of customized trading parameters, patience during market shifts, and maintaining a diversified strategy to manage risks effectively.

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