Author: Nathan Faber (Page 3 of 5)
We explore the application of trend following, and the potential consistency improvements it can introduce, within the framework of a cash balance plan.
Pursuing higher accuracy in an investment strategy is not always enough to make the strategy good over the long run. Skew is also important to consider.
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
A systematic approach for evaluating diversification leads to actionable, unbiased results based on a portfolio's objectives.
Taxes and Trend Equity
By Nathan Faber
On April 1, 2019