Systematic Trading research and development, with a flavour of Trend Following
Au.Tra.Sy blog – Automated trading System header image 2

Entries Tagged as 'fama'

Dear Mr Eugene Fama, are you kidding?…

October 14th, 2010 · 18 Comments · Trend Following

Or maybe in serious state of denial… In this “open question” to Fama (and his sidekick French), I am referring to this recent entry on their forum: “Market Timing with Moving Averages: An ancient tale with no empirical support”… There is only a short bridge to cross to extend this quote; and interpret what Fama […]

[Read more →]

Tags: ··