Shownotes
Are you ready to unlock the secrets of superior risk-adjusted returns in algorithmic trading? Join us in this enlightening episode of Papers With Backtest: An Algorithmic Trading Journey as we dissect a seminal research paper by Meebane Faber that explores the transformative power of tactical asset allocation through trend following. This episode is a must-listen for anyone serious about enhancing their trading strategies.
We dive deep into the core principles of Faber's model, which leverages a straightforward 10-month simple moving average (SMA) strategy. This approach is not just about…
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