5min chapter

Long Story Short cover image

Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey

Long Story Short

CHAPTER

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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