Trend Following in the Bahamas

William T Ziemba

Chapter 22 in The Adventures of a Modern Renaissance Academic in Investing and Gambling, 2017, pp 261-266 from World Scientific Publishing Co. Pte. Ltd.

Abstract: It was 1995 and the phone rang. Two colleagues were in Las Vegas and wanted to come up to Vancouver to see me. They had their own airplane — always a good sign. They were working in Nassau with one of them living in South Florida close by. They were looking for professors knowledgeable in the mathematics of gambling who wanted to work with them. Apparently others were not interested but I immediately was. They were already successful using trend following techniques and were looking for ways to improve their investment performance…

Keywords: Financial History; Risk Management; Investment Strategies; Mean Reversion; Risk Arbitrage; Management of Assets (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2017
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