CTA Replication – Rabener
Today’s post looks at three articles from Nicolas Rabener on CTA replication.
Today’s post looks at three articles from Nicolas Rabener on CTA replication.
Today’s post looks at a recent paper from MAN Group on speed in trend following.
Today’s post looks at a 2019 report from Abbey Capital on The Market Environment for Trend Following.
Today’s post looks at a recent paper from AQR on whether you should prefer tail risk protection that works in slow drawdowns or in rapid crashes.
Today’s post looks at an article from last year by Robert Carver on how much trend we should have in our portfolios.
Today’s post looks at a 2022 note from AQR on Managed Futures.
Today’s post looks at a 2010 paper from Meb Faber on the subject of Relative Strength Strategies.
Today’s post looks at a recent paper from AQR on the impact of the macro environment on trend-following returns.
Today’s post looks at a recent study from Quantica Capital on the benefits of trend-following.
Today’s post looks at an old paper from Meb Faber on trend following.
Today’s post looks at some tweaks to Gary Antonacci’s Dual Momentum strategy, from the guys at Engineered Portfolios.
Today’s post is about Spread Betting on Options.
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When everything seems to be going against you, remember that the airplane takes off against the wind, not with it.