This is the online Appendix to "Is Trading Indicator Performance Robust? Evidence from Semi-Parametric Scenario Building"We provide additional empirical results from other trading indicators.Abstract of "Is Trading Indicator Performance Robust? Evidence from Semi-Parametric Scenario...

This paper reports two composite bond market factor investment strategies for the Swiss and global sovereign bond markets. The composite factor strategies can be used as a tool for tactical asset allocation decisions between bonds and cash, and to base the duration debate upon. As such, the...

This paper presents a new method for improving the performance of trend-following trading strategies. This new approach improves the inherent problem of trend-following strategies, which is their lagging signals. We simulate alternative price paths of financial assets using a modification of a...