The Benefits of Diversification

Some of my colleagues and even in the past with friends in the CTA space, we tend to have a very different view about how we do diversification. We see that return, for example, is really difficult to predict, but risk is something that you can at least manage and control. From past experience, tend to think that diversification comes from allocating across risk. A lot of the research has shown that risk is much easier thing to attempt to measure and attempt to control than return.

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