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Channel: The Trend Following Blog of Author Michael Coveltwo centuries of trend following | The Trend Following Blog of Author Michael Covel
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Two Centuries of Trend Following White Paper

This came across my desk the other day: Just in case you have not seen this yet. Check-out Footnote 7. I think your book is referenced! Very cool. Indeed. Thanks.

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Two Centuries of Trend Following

A recent trend following paper: Synopsis: We establish the existence of anomalous excess returns based on trend following strategies across four asset classes (commodities, currencies, stock indices,...

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