The Importance of Return Dispersion in the CTA Space

One thing that really sort of got me to think about this paper was a graph where we conditioned return dispersion, so how spread out managers were. All the plots on this point were very, very close together with the exception of one. So it was almost like there was this one situation which just didn't fit into the norm. And then I went back and thought about it again and sort of came up with the results of this paper.

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