Tag: Trend-Following

1 post tagged as "Trend-Following"

What is the Proper Benchmark for Momentum or Trend-Following Strategies?

July 25, 2016

Most academics and practitioners tend to compare momentum or trend-following strategies to a buy and hold investment strategy. They do so by comparing the results of the strategies to a benchmark that is a proxy for buy and hold.  From this type of analysis many ‘experts’ justify why the strategies are either superior to buy…

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