Tag: trend following (Page 3 of 5)
We demonstrate how simple differences in dual momentum implementations can lead to annual performance differences up to thousands of basis points.
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.
In this research commentary we seek to measure the potential diversification benefits of introducing new ways of measuring trends.
Decomposing Trend Equity
By Corey Hoffstein
On September 24, 2018