
Adam Butler - The "Ultimate Gift" (S1E1)
Flirting with Models
Adaptive Asset Allocation - Is There Anything Magical About 12-Month One?
Many papers on trend are written using a 12-month look-back horizon. There's nothing magical about the way that I've specified the problem, he says. A one-month look back horizon for trend over the past 200 years has been just as effective as a 12- months view.
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