The Citron Research website has been around for a number of years. It first came to my attention roughly five years ago when I was approached with an idea to make short trades based on their blog posts. That idea never panned out as the stocks they wrote about weren’t very liquid, and therefore the risk/reward didn’t make sense to me. Fast … Read More
Are We Reading This Wrong?
It seems like I saw a thousand tweets this week about this paper, published in the Proceedings of the National Academy of Sciences of the United States of America. The general sense was that the article supported trend following, specifically trend following for day traders, as a profitable trading strategy, but after reading the paper, I came away with a … Read More