Category: Trend (Page 2 of 7)
In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naïve trend strategy.
In this research note, we continue to evaluate the concept of growth-trend timing: utilizing country economic signals to time trend-following.
Timing when to invest in trend following strategies is hard, but evidence shows it may be done based on the stage of the economic cycle.
In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.
Can Managed Futures Offset Equity Losses?
By Corey Hoffstein
On February 3, 2020