Tag: diversification (Page 1 of 6)
A video digest of our most recent weekly research commentary on measuring process diversification within the context of trend following strategies.
Our 2018 March Madness challenge is all wrapped up! In this post, we highlight many of the same pitfalls with benchmarking and behavioral biases that we see in investing.
Failure to meet your financial objectives can take one of two forms: fast failure and slow failure. Failing fast involves suffering large losses at the wrong time as the result of taking too much risk. Failing slow involves achieving insufficient growth due to taking too little risk.
March Madness competitions with non-standard rules have many parallels to investing. Diversification, model development, backtesting, and evaluating assumptions all come into play.
Measuring Process Diversification in Trend Following
By Corey Hoffstein
On July 30, 2018