This is a summary of links featured on Quantocracy on Wednesday, 04/05/2017. To see our most recent links, visit the Quant Mashup. Read on readers!
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Philosophical Economics’ Growth-Trend Timing [Allocate Smartly]This is a test of the Growth-Trend Timing (GTT) model from the always thought-provoking Philosophical Economics. GTT combines trends in price and key economic indicators to switch between US equities and cash. Results from 1970, net of transaction costs, follow. Read more about our backtests or let AllocateSmartly help you follow this strategy in near real-time. Logarithmically-scaled. Click for
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March 2017 Trend Following down [Wisdom Trading]March 2017 Trend Following: DOWN -6.56% / YTD: -10.95% More of the same for the State of Trend Following in March. The index continues its downward progress and established a new Max Drawdown figure last month. Below is the full State of Trend Following report as of last month. Performance is hypothetical. Chart for March: WSTF 201703 Index And the 12-month chart: WSTF 201703 Index 12months Below