Thursday, October 23, 2014

Look Who Decided to Show Up to the Party…

We’ve done testing going back 100 years or so (so has AQR in their paper ) and I was delighted to see a new book out by the crew at ISAM (up a whopping 28% this year) that has a 800 year backtest!  Looking forward to reading it.

If you want some background reading on Trendfollowing search the archives, lots and lots in there including some of the below:

Podcast interviews that are excellent
Dual Momentum Investing – Antonacci
Following the Trend – Clenow
Trendfollowing Bible – Abraham
Global Investment Returns Yearbook – Dimson, Marsh, Staunton
Trendfollowing – Michael Covel
The Capitalism Distribution – LondBoardFunds

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No comments:

Lunch is for wimps

Lunch is for wimps
It's not a question of enough, pal. It's a zero sum game, somebody wins, somebody loses. Money itself isn't lost or made, it's simply transferred from one perception to another.