About this document
Ride The Right Horse: A Systematic Trend Strategy For Superior Return Using Portfolio Utility Optimization by Lydia Anderson is a document available to read on EtoBox.
The document presents a systematic trend-following trading strategy for U.S. public equities that aims to achieve superior risk-adjusted returns through daily portfolio optimization. It highlights the concentration effect in the stock market and utilizes momentum investment principles to identify winning stocks while minimizing drawdown risk. The strategy demonstrates strong performance metrics compared to traditional investment approaches, indicating potential for profitability and further improvement.
- Author
- Lydia Anderson
- Language
- EN