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Mean Reversion or Trend Following?
All investment strategies fall in one of these two categories. Which one's better? Surprise: it's trend following. In his most recent podcast, Joris Bastien, founder and CEO of Quantraxia rightly summed up the universe of investment strategies: "... however you look at it, investment strategies - quantitative or not - fall into two broad categories:…
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Mean Reversion or Trend Following?
All investment strategies fall in one of these two categories. Which one's better? Surprise: it's trend following. In his most recent podcast, Joris Bastien, founder and CEO of Quantraxia rightly summed up the universe of investment strategies: "... however you look at it, investment strategies - quantitative or not - fall into two broad categories:…
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https://isystem-tf.com/2023/09/26/mean-reversion-or-trend-followingMean Reversion or Trend Following?
All investment strategies fall in one of these two categories. Which one's better? Surprise: it's trend following. In his most recent podcast, Joris Bastien, founder and CEO of Quantraxia rightly summed up the universe of investment strategies: "... however you look at it, investment strategies - quantitative or not - fall into two broad categories:…
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