The Importance of Risk Management in Fixed Income

We shouldn't conclude necessarily that it's the look back that does all the work right. The risk management for sure not the responsiveness of the risk management plays an equally important role so I don't know if there is anyone out there who might want to do the research and send it to us, we'll talk about it later. If you had to say medium term trend following portfolios and they had exactly the same parameters when he came to look back window but they used two very different say lookbacks for volatility adjustment of positions for example that could be interesting to see how that difference would show up in the returns.

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