Is there any way to push back and get a time series. MS Money runs a Strategy Lab comparing different investment approaches. The problem is that it runs/ran for six months and tended to coincide with market cycles. You probably take the point - a single month in a bear rally would tend to favor hedge strategies. How do they do on longer cycles and against other asset classes ?
4 comments:
Is there any way to push back and get a time series. MS Money runs a Strategy Lab comparing different investment approaches. The problem is that it runs/ran for six months and tended to coincide with market cycles. You probably take the point - a single month in a bear rally would tend to favor hedge strategies. How do they do on longer cycles and against other asset classes ?
You can find a bunch of data here (click through on the strategy):
http://tinyurl.com/nkzq7w
I'll see if I can't whip something up with this for tomorrow...
Excellent, muchas gracias.
email me at econompicdata@gmail.com and i'll send you the data series...
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