Blog, Strategies

Marknadspulsen: Trendföljning med olika hastighet

Posted by Erik Martin Hansén

På fredagar lägger vi fokus på aktier. Vi använder ett systematiskt tillvägagångssätt och undviker teknisk analys och subjektiva tolkningar av kursgrafer. I stället fokuserar vi på sådant som går att kvantifiera, faktorer vi kan bygga strategier på och handla efter på ett konsekvent och disciplinerat sätt.

Det här avsnittet är tillägnat Bosse. I onsdagens livestream ställde han en bra fråga, och idag tänkte jag därför visa hur olika tillbakablicksperioder har fungerat. Är det de snabba eller de långsamma signalerna som har gett högst avkastning?

Jag tror att det finns insikter som kan överraska många.

Content
  • Regler för en trendföljande strategi
  • Hitta signalerna på plattformen
  • Så kan vi exkludera oönskade egenskaper
  • Backtest med olika tillbakablicksperiod
  • Bästa och sämsta affärerna
  • Innehaven i strategin
  • Slutsats

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Posted by Erik Martin Hansén
After studying at Uppsala University, Erik Hansén has worked in the financial industry since 2007 at several brokerage firms and traded privately. In his role as an analyst, Erik has written highly regarded market letters.

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