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pro vyhledávání: '"Fares, Oumaima Nijad"'
We revisit the long-only trend-following strategy presented in A Century of Profitable Industry Trends by Zarattini and Antonacci, which achieved exceptional historical performance with an 18.2% annualized return and a Sharpe Ratio of 1.39. While the
Externí odkaz:
http://arxiv.org/abs/2412.14361
