Month: September 2018
An introduction to trend equity, a strategy that seeks to benefit from the long-term, expected equity risk premium and the convex payoff of trend following.
Market history can be a potentially misleading guide to the future. Adding more noise to the past returns may create more signal for the future.
We explore the relationship between equity returns and contractionary/expansionary monetary policy regimes using a simple simulation-based framework.
Decomposing Trend Equity
By Corey Hoffstein
On September 24, 2018