Tag: trend following (Page 1 of 7)
Cash balance plans can accelerate retirement savings beyond 401ks and IRAs. But how they are invested depends heavily on the return guarantee and employees.
Pursuing higher accuracy in an investment strategy is not always enough to make the strategy good over the long run. Skew is also important to consider.
Long/flat trend-following strategies look like call options with uncertainty. Combining multiple trend models can reduce this uncertainty in the payout.
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
The Speed Limit of Trend
By Corey Hoffstein
On April 15, 2019