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Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey
Long Story Short
The Achilles Heel of Trend Following
The problem with trend following is choosing the speed of the actual model. If you've got a very fast system, let's say a one month system, then you might actually be tricked by just noise in the data. So I guess the idea here is can we design a system that dynamically changes the speed? And that change depends upon economic conditions.
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