Are the more-often-than-random runs actually needed for a trend following system to work? I imagine the long call profile of the initial & trailing stop loss ratchet might be enough.
Hey great post and great insight. There’s some research on how passive investing’s share of market participation has exacerbated and thickened trends, meaning trends last longer and are more pronounced. What are your thoughts?
Are the more-often-than-random runs actually needed for a trend following system to work? I imagine the long call profile of the initial & trailing stop loss ratchet might be enough.
Hey great post and great insight. There’s some research on how passive investing’s share of market participation has exacerbated and thickened trends, meaning trends last longer and are more pronounced. What are your thoughts?