Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Flirting with Models
Are There Certain Ways to Create More Robustness?
Are there ways in which you can create confidence for yourself that there isn't maybe one of these degrees of freedom that's leading to a sort of outside performance and not realizing it? For example, maybe you have more weighted exposure to the metals complex. Or maybe there's a certain model that you're running that ends up, just in sample, at a very lucky run from a design perspective. Are there certain things you can do to try to create more robustness? Yes. So that goes back to the concept that i brought a few moments ago, about trying to break a system.
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