Quantica Research AG Quarterly Insights: Q1 2020
In this white paper, 2020 Q1 Quarterly Insights: Why Speed Matters, originally published in April 2020, Quantica Research AG offers an analysis on how the speed of trend-following models can explain return dispersion in times of fast market corrections as well as over the long-term.
Return dispersion between trend-following managers is the result of large variations in the design specifications of a systematic investment process. In this paper, the authors focus on one aspect of the model design only – the speed or look-back period of trend-following signals.
To read 2020 Q1 Quarterly Insights: Why Speed Matters, click here.
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