Trend Setters: Crypto, Crowding & Convexity, with Prof. Cam Harvey
Long Story Short
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Trend Following Strategies to Turning Points
The model that we present is a very simple model, but it does appear to be very promising. We submitted the paper for review and we tested the model from 1969 onwards. Turning points are a real challenge for a trend strategy. That's where they usually fail. So anything that can reduce that failure rate is a good thing for investors.
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