Trend-following with better adaptation to large downside risks
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DOI: 10.1371/journal.pone.0276322
Abstract: Avoiding losses from long-term trend reversals is challenging, and trend-following is one of the few trading approaches to explore it. While trend-following is popular among investors and has gained increased attention in academia, the recent… read more here.
Keywords: averaging window; trend direction; downside risks; trend following ... See more keywords