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/u/FinanceTLDRblog
Backtested a Volatility Strategy From an Academic Paper, Beat Market by 4x : stocks
Hello r/stocks friends,I recently backtested a "volatility managed strategy" from Alan Moreira and Tyler Muir's 2017 paper "Volatility Managed Portfolios". My results show that following their methodology for a little over the past...
April 15, 2022
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