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Two Betas Making Alpha

Pirates of Finance

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What's the Difference Between Trend Following and Cross-Sectional Momentum?

I thought I very clearly defined this as my lane and my lane alone. This is my legacy to the industry. So we'll see. But for a second, did you think there was somebody else out there that's talking about rebalance timing? No, there's no one else out there. If they write a paper and don't cite me, shot through the heart. That's when you know it's finally made the big time when everybody starts.

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