“The Whipsaw Resumes. Energy Spikes, Metals Unwind, and the Barometer Holds Strong at 50“ Trend Following Weekly Report This was the week the whipsaw resumed. Market pricing reflected a renewed risk premium around the Strait of Hormuz, with reports indicating...
Why position sizing in pure trend following is determinate, once the domain of the question is properly drawn. Carlo Zarattini published a thoughtful piece earlier this week on position sizing in trend following. He compared three approaches against the same...
