The Best Investment Writing Volume 5: Campbell Harvey and Michele Mazzoleni, Research Affiliates – Breaking Bad Trends
The Meb Faber Show - Better Investing
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The Dynamic Strategy Outperforms Traditional Methods
Time series momentum strategies can successfully exploit trends in asset prices. Going long during sustained periods of up trand sometimes known as a bull market, is good bet under such a strategy. At and after these breaks or turning points in momentum, such trend following tends to place bad bets.
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