Flirting with Models

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Tag: trend following (Page 1 of 8)

A L-U-V-Wy Recovery

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On April 6, 2020

We simulate different market paths to trace out V-, U-, W-, and L-shaped market recoveries. Given these paths, we test different trend following strategies.

One Hedge to Rule Them All

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On March 30, 2020

There is no perfect hedge for equity market drops. Rather finding a hedge that pays when you need it and costs little when you don't is the goal.

What the Trend

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On March 23, 2020

Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.

March 2020 Update

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On March 11, 2020

As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.

Global Growth-Trend Timing

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On November 4, 2019

In this research note, we continue to evaluate the concept of growth-trend timing: utilizing country economic signals to time trend-following.

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