Beyond Trend Following: Deep Learning for Market Trend Prediction

Fernando Berzal and Alberto Garcia

Papers from arXiv.org

Abstract: Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving with our focus on the rearview mirror. In this paper, we advocate for the use of Artificial Intelligence and Machine Learning techniques to predict future market trends. These predictions, when done properly, can improve the performance of asset managers by increasing returns and reducing drawdowns.

Date: 2024-06
New Economics Papers: this item is included in nep-ain, nep-big and nep-cmp
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