Summary
Part of Quest’s research series on CTA trend-following strategies, this paper analyzes the strategy alone and inside a portfolio of stocks and bonds.
Source
- Title
- Quantitative Trend Following Strategies and Equity Risk: From Diversifier to Hedge
- Author
- Nigol Koulajian and Paul Czkwianianc
- Year
- 2013
- Published by
- Quest Partners LLC
- Length
- 22 pages
- File
- PDF · 623 KB