You can watch the video via the link below:
This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regarding how to measure Risk Exposures.
- Trend Following on Steroids
- How to Use Trend Following within a Portfolio
- Measuring Factor Exposures: Uses and Abuses
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