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 ?
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 ?
ReplyDeleteYou can find a bunch of data here (click through on the strategy):
ReplyDeletehttp://tinyurl.com/nkzq7w
I'll see if I can't whip something up with this for tomorrow...
Excellent, muchas gracias.
ReplyDeleteemail me at econompicdata@gmail.com and i'll send you the data series...
ReplyDelete