Tag: trend (Page 1 of 2)
We demonstrate that many common trend models are mathematically linked, but show how their differences can lead to meaningfully different signals.
Looking at the passive and active components of a portable beta strategy can shed insight on how they perform individually and interact with each other.
In this piece, we briefly explore whether model specification choices can be timed using momentum within the context of a naïve trend strategy.
In this research note, we ask whether trend-following techniques can be applied to the active returns of long-only style portfolios.
Tranching, Trend, and Mean Reversion
By Corey Hoffstein
On April 27, 2020