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6min chapter
Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Flirting with Models
The Pros and Cons of Leaning Into Signal Strength
The speed of carry is the horizon over which that expected return is being calculated. Some countries were quite limited by the observable points in the yield curve. Daley, I think it makes a lot of sense to favor diversification over alpha opportunity because it's just so much more reliable. We're basically once a signal is way out in the tail of the expectation for what it can be. It's not betting on it really very much at all. And we don't bet on continuation in that case as there's no more room out in the Tail.
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