Summary: Discover the driving forces behind some of 2024’s most remarkable outliers—Cocoa, Gold, Bitcoin, Orange Juice, and Pound-Yen. Our latest video showcases how simple yet powerful trend-following models capture these massive price movements, propelling significant returns for classic trend followers....
A prevailing assumption in trend following is that highly correlated assets should not be traded together, as they are unlikely to provide diverse opportunities. This assumption overlooks a critical distinction: the difference between price correlations and trade correlations. Examining...
The Classic Trend Followers go on safari searching for maximum diversification in their quest to hunt for Outliers. We hope you enjoy this episode as much as we did presenting it. Episode 18 of The Algorithmic Advantage is a Trading...
