Tag: trend equity (Page 2 of 3)
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
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.
An introduction to trend equity, a strategy that seeks to benefit from the long-term, expected equity risk premium and the convex payoff of trend following.
Three Applications of Trend Equity
By Corey Hoffstein
On February 25, 2019