Interesting analysis
SPY: Does Trend Following Work? http://m.seekingalpha.com/article/2462295?source=ansh
Trend Following risk factors versus buy and hold
-
AFJ Garner
- Roundtable Knight
- Posts: 2071
- Joined: Fri Apr 25, 2003 3:33 pm
- Location: London
- Contact:
Re: Trend Following risk factors versus buy and hold
The really Good News is that you can subscribe to Harry Long's algorithms:
Note: Due to the sheer number of requests for bespoke quant strategies, research projects, and quant consulting services, we have instituted the following pricing for the non-exclusive licensing of our algorithms to institutions:
I. 800k minimum for a non-exclusive perpetual license of our most expensive strategy index.
II. 500k minimum for a non-exclusive perpetual license of our least expensive strategy index .
Exclusive licenses for unique bespoke algorithms run 900K and up.