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Compound Your Knowledge: Trend Following,(What Is) Factor Blending

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Manage episode 236843510 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
This week Ryan and Jack discuss several important topics. First, they discuss the tracking error associated with trend-following strategies. Second, they chat about a paper by researchers from Goldman Sachs, “Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending.” Paper Links: How large is the tracking error created by trend following? Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending
  continue reading

60 episodes

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iconShare
 
Manage episode 236843510 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
This week Ryan and Jack discuss several important topics. First, they discuss the tracking error associated with trend-following strategies. Second, they chat about a paper by researchers from Goldman Sachs, “Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending.” Paper Links: How large is the tracking error created by trend following? Constructing Long-Only Multifactor Strategies: Portfolio Blending vs. Signal Blending
  continue reading

60 episodes

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