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SI244: Trend Following - How to Hunt them & Select a Manager ft. Richard Brennan

Top Traders Unplugged

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The Importance of Adaptivity in the Selection Process

This is a selection process that therefore avoids any form of timing selection. Now it's always going to be lagging by 12 months because of the nature of the process we undertake. We're evaluating based on a prior track record and then we're rolling forward and unseen data 12 months. But what this process does is it converges towards that optimal solution. And I think it's a very powerful method that can be deployed for anyone who is in the game of allocation or people developing their trend following models as well.

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