Sep 13, 2024
By The Algo Advantage
Absolute Trend, Rotation Between Models & Assets, & 100 Year Back-Tests A new research paper titled "A Century of Profitable Industry Trends" by Zarattini (Concretum Research) and Antonacci explores the profitability of a long-only trend-following strategy applied to industry portfolios over nearly 100 years, from 1926 to 2024. The strategy utilizes industry-based trend-following mechanisms, particularly […]
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