Conservative Investing - Using Trend Following to Manage Risk and Drawdowns with James St. Aubin
Excess Returns
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Challenges of Momentum Investing and Trend Following
This chapter explores the difficulties faced in momentum investing and trend following during times of market regime change, including the disruptions caused by momentum crashes and the whipsawing effect. Strategies such as using bans, volatility offsets, and moving averages are discussed to mitigate risks and dampen exposure.
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