Premium Market Analysis, Trader Education, Software, and Trading Strategies. Thirty Years Of Skin In The Game

Quantitative trading, Technical Analysis

Fooled by backtested ETF Rotation Strategies [Premium Articles]

Strategies based on ETF rotation schemes are popular. Most of these strategies suffer from hindsight and do not account for market impact. Therefore, they are not statistically significant, i.e., most of these strategies are random.

This post is for paid subscribers

 

 

Already a subscriber? Sign in