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Adam Butler - The "Ultimate Gift" (S1E1)

Flirting with Models

CHAPTER

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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