Summary
A presentation from CitiFX covering trend models in general, in-sample and out-of-sample testing, and enhancements to basic trend rules.
Source
- Title
- Trend Models: Can Simple Trend Strategies Work Long Term?
- Author
- Dr. Jessica James
- Year
- 2005
- Published by
- CitiFX Risk Advisory Group
- Length
- 49 pages
- File
- PDF · 324 KB