Tag: trend equity (Page 2 of 3)
A video digest of our most recent weekly research commentary on the balancing act between robustness and fragility created by simplicity.
Simplicity can be surprisingly robust, but too much simplicity can be surprisingly fragile. We explore the limits of simplicity in trend equity strategies.
We decompose trend equity into a strategic allocation and an active trading strategy in effort to create better transparency around portfolio behavior.
A video digest of our most recent weekly research commentary on how trend equity strategies may help hedge left-tail risk in traditional portfolios.
Tightening the Uncertain Payout of Trend-Following
By Nathan Faber
On January 28, 2019