Do the Right Thing

I used to always cut fruits and veggies in the wrong directions. I finally overcame this problem by turning them in the opposite direction to the way I initially wanted to cut them. Similarly, many investors and investment managers are making investment decisions the wrong way and need to reverse how they are going about…

And the Winner Is…

Until recently, the longest backtest using stock market data was Geczy and Samonov’s 2012 study of relative strength momentum called “212 Years of Price Momentum: The World’s Longest Backtest: 1801-2012”. The length of that study is now exceeded by an 800 year backtest of trend following in Greyserman and Kaminski’s new book, Trend Following with…