Tag: moving average
Naïve and simple long/flat trend following approaches have demonstrated considerable consistency and success in U.S. equities. We explore how investors can think about introducing greater diversification across the three axes of what, how, and when in effort to build a more robust tactical solution.
For investors looking to diversify how they manage risk, we believe the trend following represents a high transparent, and historically effective, alternative.
Building better backtests with more realistic execution assumptions.
Explore the history of trend-following, moving averages, and time-series momentum.
Why Trend Models Diverge
By Corey Hoffstein
On March 9, 2020