01 Jan Learning From Modus Quantitative Advisors' "The Significance of Trading Frequency and Stop Loss in Trend Following Strategies" Posted at 00:00h in Invest 0 Comments 0 Likes Share Trading higher frequency shows no significant benefits. Stop loss rules improve maximum drawdowns. Read More
01 Jul Learning From Kaminski & Lo's "When Do Stop-Loss Rules Stop Losses" Posted at 00:00h in Invest 0 Comments 1 Like Share If markets follow the Random Walk Hypothesis, stop loss rules has no value. If markets exhibit momentum effects, research shows that stop loss rules can improve returns and reduce risk. Read More
