I warned AGAINST trend following. Read before commenting.

来源: 于 2008-05-11 15:47:40 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次
http://web.wenxuecity.com/BBSView.php?SubID=finance&MsgID=1104845

期货市场中的 Trend followers 扪心自问能不能够忍受高达60-70%机率的 whipsaw 损失？