21min chapter

Top Traders Unplugged cover image

SI274: Can You Time Trend Following? ft. Nick Baltas

Top Traders Unplugged

CHAPTER

Timing Trend Following Strategies

The hosts discuss an article that explores the concept of timing trend following strategies, examining the correlation between past and future trend following returns. They propose a hypothesis of reverting the trend signal to improve performance and run a back test to validate it.

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