Flirting with Models

The Research Library of Newfound Research

Tag: whipsaw

Option-Based Trend Following

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

When ingredients spoil

Prepared: Market Breakout or Breakdown?

How does rebalance speed affect the ability for a tactical strategists to react to changing markets and protect against significant market drawdowns?

The Cost of Insurance

Whipsaw in a tactical strategy can be likened to an insurance premium, which can be calculated by comparing to a similarly aimed option strategy.
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