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Do less liquid assets trend better or is that they are just more diversified?
https://qoppac.blogspot.com/2025/01/do-less-liquid-assets-trend-better-or.html
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Tagged with:
liquidity
diversification
correlation
costs
trend following
handcrafting
As most of you know, one of the many projects / things I am involved with is the TTU Systematic Investor podcast series where I'm one of the rotating cast of co-hosts.
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