Tag: trend following (Page 1 of 6)
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
Managing equity risk when rates rise may be difficult for investors whose risk management plan relies exclusively on asset class diversification.
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