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Navigating Market Volatility: Mastering Managed Futures and Carry Strategies

Resolve Riffs Investment Podcast

CHAPTER

Optimizing Portfolio Strategies for Improved Performance

The chapter explores the importance of capturing the carry signal broadly in portfolio optimization, drawing parallels to ensemble techniques in data science. It delves into strategies for reducing trading frictions and improving efficiency, emphasizing the impact on returns and performance metrics. Additionally, it discusses the resilience of carry strategies in various economic regimes and the benefits of diversification through different asset classes, including the inclusion of gold for risk management.

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