Momentum or Trend-following? Removing the Bias

Posted by Michael Harris on November 20, 2019

We remove data-mining bias, increase samples and compare the performance of momentum and trend-following. Read the article with a Trend-Following subscription . . .

momentum trend following

Michael Harris

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Momentum or Trend-following? Removing the Bias

Michael Harris

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Momentum or Trend-following? Removing the Bias

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Dynamic Stops In Trend-Following. Do they Make A Difference?

Subscribe by email

Categories

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice