calendar rebalancing
1 statements across 1 episodes · 1 bullish · 0 bearish · 1 people on the record · first statement Dec 16, 2024 by Eric Peters · across every show →
Everything said about calendar rebalancing, oldest first
Dec 16, 2024 positive
Peters: Systematic Calendar Rebalancing Outperforms Threshold-Based Approaches
“Threshold is inferior statistically, and the probability of really getting it wrong is much higher, but people are still going to do it. I completely understand why, but if you have, in a way, if you can make the choice to do it in a dispassionate way, over ti…”