Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey
Long Story Short
00:00
Is the Trend Strategy Resistant to Overcrowding?
A trend strategy obviously can be long or short. It does not have the same scale in terms of the amount of capacity as some other strategies. And I believe that it could become crowded. The sort of strategies that are often crowded are like long-shore, factor-like-gust strategies. So so I think that the trend strategy is somewhat resilient to the overcrowding.
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