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010: Perry Kaufman discusses applications of market noise, mitigating price shocks, volatility and using the Information Ratio to monitor strategy performance.

Play Jun 7•1:13:38

Perry Kaufman discusses market noise, the impact it has on trading styles and how it can be used to determine which strategies suit a particular market. We also talk about price shocks and how to mitigate their effects, how to use volatility in your favour, volatility parity for position sizing, the information ratio for strategy performance and some strategy ideas you can test yourself. Topics...

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