/biz/ - Business & Finance

Anonymous Tue Dec 27 02:16:13 2022 No.53025813 [View]
File: 64 KB, 609x385, Capture.png [View same] [iqdb] [saucenao] [google]

>>53025684
With percentage trading costs, the number of stocks bought doesn't matter, just the turnover. Robust Risk Parity being used to reduce turnover.
>QMOM
Actually, this is based on the writings in Stocks on the Move by Clenow. But I don't think he showed that momentum is useful. But he did show that risk parity and trend filter (not buying in bear market) are very effective.

>>53025728
pic related.
yeah, writing backtest up now

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