Multi-asset scenario building for trend-following trading strategies (Q2241067)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-asset scenario building for trend-following trading strategies |
scientific article |
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Multi-asset scenario building for trend-following trading strategies (English)
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8 November 2021
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scenario building
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trend-following
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momentum
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trading strategy
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moving average
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filtered historical simulation
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