David Modest

QLS Partners LP

CEO and Co-Founder

New York, NY NY

United States

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Scholarly Papers (1)

1.

Some Observations on Trend Following: A Binomial Perspective

Number of pages: 16 Posted: 20 Jun 2019
David Modest
QLS Partners LP
Downloads 238 (147,815)

Abstract:

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Trend Following, Time Series Momentum, Managed Futures, Commodity Trading Advisors, CTAs