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Compound Your Knowledge: Trend Following And HFs

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Manage episode 236843509 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of hedge funds when the issuer is either private or public. Article Links: Trend-Following: A Decade of Underperformance https://alphaarchitect.com/2019/02/20/trend-following-a-decade-of-underperformance/ If you had to do a trend following strategy, what would it be and why? https://alphaarchitect.com/2019/02/22/if-you-had-to-do-a-trend-following-strategy-what-would-it-be-and-why/ Public Hedge Funds and Their Performance https://alphaarchitect.com/2019/02/18/public-hedge-funds-and-their-performance/
  continue reading

60 episodes

Artwork
iconShare
 
Manage episode 236843509 series 2431123
Content provided by Alpha Architect. All podcast content including episodes, graphics, and podcast descriptions are uploaded and provided directly by Alpha Architect or their podcast platform partner. If you believe someone is using your copyrighted work without your permission, you can follow the process outlined here https://podcastplayer.com/legal.
In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of hedge funds when the issuer is either private or public. Article Links: Trend-Following: A Decade of Underperformance https://alphaarchitect.com/2019/02/20/trend-following-a-decade-of-underperformance/ If you had to do a trend following strategy, what would it be and why? https://alphaarchitect.com/2019/02/22/if-you-had-to-do-a-trend-following-strategy-what-would-it-be-and-why/ Public Hedge Funds and Their Performance https://alphaarchitect.com/2019/02/18/public-hedge-funds-and-their-performance/
  continue reading

60 episodes

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