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SI267: A Masterclass in Absolute vs Cross Sectional Momentum ft. Richard Brennan

Top Traders Unplugged

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Trend Strength and Portfolio Risk Management

This chapter covers the importance of trend strength in portfolio risk management, the preference for trend following strategies in quant firms, and the concepts of cross-sectional momentum and absolute momentum. It also delves into the use of rules-based processes to identify clusters, the impact of risk management on signals, and the importance of minimizing risk through hard stops and trailing stops.

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