Conclusions About Trend-Following The S&P 500
We recently came across an article called Breaking into the Blackbox: Trend Following, Stop Losses, and the Frequency of Trading: The Case of the S&P 500. It’s written by academics,
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A Simple Trend Following System/Strategy In The S&P 500 (By Meb Faber And Paul Tudor Jones)
Back in 2012 Meb Faber published a paper called A Quantitative Approach To Tactical Asset Allocation in the Journal of Wealth Management. Meb Faber found the 200-day moving average useful
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The Way of The Turtle – Curtis Faith (Review And Summary)
I have just finished reading Curtis Faith’s The Way of The Turtle (for the second time) and below you find some very short comments about the book. This is a
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Is Trend Following Dead (again)? Or Just The Normal Out-Of-Favor Cycle?
On the internet and in the blogosphere there are a lot of articles saying trend following is dead. The reason is as usual due to lack of returns over some
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