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aspiringsensei
on July 15, 2010
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Ask HN: Is it feasible to do high-frequency tradin...
Sadly "that" likely describes far more than HFT. I've been wondering for a while if performance was inversely correlated with portfolio turnover in actively managed portfolios.
Without having proved it out, I am almost certain it is.
aspiringsensei
on July 15, 2010
[–]
And as I think about it, the reason for that might actually be that portfolio turnover mitigates concentration risk if it is not excessive.
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Without having proved it out, I am almost certain it is.