Subject: Did you read this past Alvarez Quant Trading blog post?

Revisiting old research can spark new research or trading ideas. Did you read Trend-following vs. Momentum in ETFs.

In Tactical Asset Allocation (TAA) or Dual Momentum (DM) strategies, they often will use trend-following or momentum to decide whether to invest in asset or not. I have two questions. One, how often does either trend-following or momentum out-perform buy and hold? Two, of the two which one out-performs the other more often?

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Good Quant Trading,
Cesar


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