The Importance of Taking the Temperature

There was a new piece of I wouldn't call it research but there was a paper out from man group they always do some good stuff in terms of reminding people of certain attributes of what we do. The skew is different for different assets depending on the the time period you measure it so if you look at say equities they're negative skewed and actually they're negatively skewed at most time horizons. But trend following is not like that trend following actually the skewness basically improves the more less frequently you look at them. In my bet in a in a good year I'll be up 25 percent so that's quite a strong positive skew when you move to long-term trends.

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