If You Had To Do A Trend Following Strategy, What Would It Be And Why?Alpha Architect
The topic of this blog post was inspired by Wes, who said the following:
Valeriy, you have done more formal academic research on trend-following than anyone I know…
Skepticism aside, let’s I forced you to pick a trend-following strategy, what would it be and why?
I decided to take on the question. I wanted . . .
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