Tag: trend equity (Page 1 of 3)
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.
Using simulation techniques, we aim to explore how different trend speed models behave for different drawdown sizes, durations, and volatility levels.
While tactical equity strategies are generally assumed to be tax inefficient, we document the historical capital gains profile of such an approach.
Investors must navigate between the risks of failing fast and slow. Knowing which is most likely to prey on you can inform portfolio design.
Global Growth-Trend Timing
By Steven Braun
On November 4, 2019