Stocks & Commodities V. 44:04 (30–33): Low-Correlation Momentum: Achieving Equity-Like Returns By Losing Less by Michael Parzen
Product Description
Low-Correlation Momentum: Achieving Equity-Like Returns By Losing Less by Michael Parzen
Presented here is a simple rules-based ETF momentum strategy that integrates correlation control at the selection stage. The goal is long-term returns with lower volatility and drawdowns.
Many trading strategies promise superior returns but fail to deliver a tolerable investment experience once volatility and drawdowns are considered. This article presents a simple, rules-based dual-filter momentum strategy ...
Presented here is a simple rules-based ETF momentum strategy that integrates correlation control at the selection stage. The goal is long-term returns with lower volatility and drawdowns.
Many trading strategies promise superior returns but fail to deliver a tolerable investment experience once volatility and drawdowns are considered. This article presents a simple, rules-based dual-filter momentum strategy ...
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