Higher Measurement Frequency and Stop-losses for Trend Followers?
November 20, 2013 - Technical Trading
Motivation to avoid being “burned by the turn” tempts trend followers to increase measurement frequency and/or use stop-losses. Do these approaches help momentum players jump the turn? In their October 2013 paper entitled “The Significance of Trading Frequency and Stop Loss in Trend Following Strategies”, Farzine Hachemian, Sebastien Tavernier and Anne-Sophie Van Royen assess whether… Keep Reading