Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500

In this article, we compare a variety of technical trading rules in the context of investing in the S&P500 index. These rules are increasingly popular, both among retail investors and CTAs and similar investment funds. We find that a range of fairly simple rules, including the popular 200-day mo...

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Veröffentlicht in:	Journal of asset management 2013-06, Vol.14 (3), p.182-194
Hauptverfasser:	Clare, Andrew, Seaton, James, Smith, Peter N, Thomas, Stephen
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Commodities Costs Economic justification Economics and Finance Finance Financial Services Futures Investment advisors Investment companies Investment policy Investors Market prices Original Article Profits Regulation Risk Management Securities trading Stock exchanges Stocks Studies Valuation
Online-Zugang:	Volltext
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