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ETFs - The Ideal Way to Own Alternatives
Alternative strategies are more dynamic and change their risk exposures as a function of market conditions more frequently than a
Looking Forward Not Backward When Estimating Volatility
When you drive a car, you need to look out your front window and not the rear-view mirror. The same
What is the Proper Benchmark for Momentum or Trend-Following Strategies?
Most academics and practitioners tend to compare momentum or trend-following strategies to a buy and hold investment strategy. They do