Finding the Optimal Trend Following Rules ft. Richard Brennan In episode 300 of the Systematic Investor Series, Niels and Rich delve into the transformative potential of mathematical models and artificial intelligence (AI) in trend-following strategies. They explore insights from the...
Introduction: A New Era in Trend-Following Strategies In the paper “Optimal Trend Following Rules in Two-State Regime Switching Models” by Valeriy Zakamulin and Javier Giner, the researchers propose that rigorous mathematical models and machine learning algorithms offer robust alternatives to...
