Flirting with Models

The Research Library of Newfound Research

Tag: independent bets

Measuring Process Diversification in Trend Following

In this research commentary we seek to measure the potential diversification benefits of introducing new ways of measuring trends.

Using Simple Examples to Gain Quantitative Insight

The number of independent bets can be used to gauge portfolio diversification. However, without a firm understanding of the concept, we can be misled
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