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Doug Greenig - At the Frontier of Trend Following
Flirting with Models
How to Measure Capacity and Trading Costs in Difficult Markets
We have a dedicated trading team of three guys who are all experienced execution traders. So we're continuously gathering data as we execute trades on the width of bid-off for spreads, and so forth. And by the way, our trading isn't always as predictable as you would think. We dropped Australian power at one point early on simply because the liquidity conditions were too variable in our view. It just wasn't worth the trouble.
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