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....
Niels and I got into the weeds of Trend Following again where we discussed why we prefer medium to long term trend following models, how system ensembles help to produce less correlated portfolios and how Outliers are viewed as emergent...