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Tag Archives: Correlation

Flat August after Bonds Stopped Early

Trend followers will show quite mixed performance for August. Most months are about the overall picture. This month was all about the tiny details. August was a rare month where luck made the difference between up or down. Have you ever taken a stop on a trade only to see it turn right back up again? This is what happened ...

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How to Build Correlation Matrices

They key to trend following is to be very diversified, so that your return curve moves up in a reasonably smooth manner. What you need to ask yourself however is whether you are holding a real diversified portfolio or just a very expensive illusion of safety. Everyone talks of increasing correlations the new risk on/risk off world, but few topics ...

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