By their nature, trend-following strategies rely on a price trend continuing for long enough to generate a profit before ...

We’ve been taught that volatility equals risk - but that’s true when volatility works against you. The Sortino ratio makes ...

Tesla has long been known for its high volatility, so much so that it's often considered one of the hottest stocks of recent years. Over the course of its recent history, it has delivered some ...

Research on statistical arbitrage in U.S. equities (1997–2007) shows that PCA-based strategies achieved average annual Sharpe ...

According to Goldman Sachs, trend-following funds, often referred to as CTAs, added $12.6 billion in U.S. equities during August, bringing their exposure to the highest historical level. The bank’s ...

While market selloffs can be brutal when forced to take the short end of the stick, they can also open the door for opportunistic buying. The challenge, of course, is figuring out which ideas are ...