Flirting with Models

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Tag: trend following (Page 1 of 5)

Option-Based Trend Following

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On June 23, 2020

Option strategies can be used to isolate and quantify the cost of whipsaw in trend following strategies, which can help set expectations on whipsaw.

Straddles and Trend Following

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On May 11, 2020

A strategy with straddles can be similar to a trend followings strategy and it can highlight the trade off between insurance premiums and deductibles.

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.

Global Growth-Trend Timing

By

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.

Macro Timing with Trend Following

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On October 7, 2019

Timing when to invest in trend following strategies is hard, but evidence shows it may be done based on the stage of the economic cycle.

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