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Tag: Horizon

Decoding CTA Allocations by Trend Horizon

Institutional allocators rely on managed futures strategies for diversification and drawdown control,…

Eric Benhamou, PhD Eric Benhamou, PhD

Is “autonomous AI on the horizon” like the headlines keep saying?

About every 10 minutes, it seems, a new article about a "revolutionary…

Joe Salas Joe Salas

Revisiting the Factor Zoo: How Time Horizon Impacts the Efficacy of Investment Factors

The returns of investments are not completely random over time (i.e., do…