This is a summary of links featured on Quantocracy on Wednesday, 02/14/2024. To see our most recent links, visit the Quant Mashup. Read on readers!
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Defensive Trend [Return Sources]Like the Federal Reserve, trend following is often said to have a dual mandate. One mandate is to earn a positive return, and the other is to provide some sort of crisis alpha, or an offset to drawdowns in traditional, 60/40 type portfolios. There could be tension between these two goals; for example, should trend followers take long positions in equity indices? This will likely improve