Power Assisted Trend Following

Optimal Trend Following Trading Rules

This paper is concerned with the optimality of a trend following trading rule. The underlying market is modeled as a bull-bear switching market in which the drift of the stock price switches between two states: the uptrend (bull market) and the downtrend (bear market). Such switching process is modelled as a hidden Markov chain. This is a continuation of our earlier study reported in Dai et al....

Optimal allocation of trend following strategies

We consider a portfolio allocation problem for trend following (TF) strategies on multiple correlated assets. Under simplifying assumptions of a Gaussian market and linear TF strategies, we derive analytical formulas for the mean and variance of the portfolio return. We construct then the optimal portfolio thatmaximizes risk-adjusted return by accounting for inter-asset correlations. The dynami...

Cervical Ectopic Pregnancy following Assisted Reproductive Technology: A Case Report

Community attitudes to assisted reproductive technology: a 20-year trend.

OBJECTIVE To review the results of opinion polls on community attitudes to in-vitro fertilisation (IVF) and other aspects of assisted reproductive technology over a 20-year period. DESIGN, SETTING AND PARTICIPANTS Fourteen Australia-wide interview surveys that included questions relating to IVF were carried out between July 1981 and November 2001 as part of regular Morgan polls of community a...

Stock trading rule discovery with an evolutionary trend following model

Evolutionary learning is one of the most popular techniques for designing quantitative investment (QI) products. Trend following (TF) strategies, owing to their briefness and efficiency, are widely accepted by investors. Surprisingly, to the best of our knowledge, no related research has investigated TF investment strategies within an evolutionary learning model. This paper proposes a hybrid lo...