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~institution:"Department of Economics and Related Studies, University of York"
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S&P500
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fundamental investment metrics
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stop losses
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trading frequency
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trend following
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Department of Economics and Related Studies, University of York
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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BREAKING INTO THE BLACKBOX: Trend Following, Stop Losses, and the Frequency of Trading: the case of the
S&P
500
Clare, Andrew
;
Seaton, James
;
Smith, Peter N
;
Thomas, …
-
Department of Economics and Related Studies, University …
-
2012
In this paper we compare a variety of technical trading rules in the context of investing in the
S&P
500
index. These …
Persistent link: https://www.econbiz.de/10010548634
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