Tag: trend (Page 1 of 3)
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.
Why have simple trend models exhibited such significant dispersion in the recent market rout? We go back to basics to set expectations.
As markets digest the potential economic impact of COVID-19, we want to share some thoughts on market volatility and our tactical models.
We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020