Author: Michael Harris
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Trend-Following Many Markets Maximizes Sharpe
Diversification and Trend-following
Positive Skew Can Hurt Returns
Trend-Following Cognitive Dissonance
Trend-Following Is Appealing in Theory But Painful in Reality
Reliance on a Single Strategy Poses High Risks
Strategies Fail When Market Regimes Change
On The Importance Of The Sharpe Ratio
The Trend-Following Trilemma
The Diminishing Bitcoin Returns
