[Python] Use curly braces to initialize a Set in Python

I'm learning python, and I have a novice question about initializing sets. Through testing, I've discovered that a set can be initialized like so:

my_set = {'foo', 'bar', 'baz'}


Are there any disadvantages of doing it this way, as opposed to the standard way of:

my_set = set(['foo', 'bar', 'baz'])


or is it just a question of style?

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