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This Blog is Systematic: CTA index replication and the curse of dimensionality
https://qoppac.blogspot.com/2024/11/cta-index-replication-and-curse-of.html
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statistics
fitting
prediction
cta
carry
vol targeting
factor models
Programming note: So, first I should apologise for the LONG.... break between blogposts. This started when I decided not to do my usual an...
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