7 December 2020
Introduction
Let’s face it, all of us have probably felt increased nostalgia during lockdown. Perhaps for you it was rose-tinted childhood memories, thoughts of friendly gatherings on balmy summer evenings or undulating aromas from restaurants abroad. For some of us here at Aspect, we even began to reminisce about old noteworthy trades we had experienced in our 22-year history (different strokes for different folks!). After one particular bout of recollections, we firmly concluded that contextualised trade case studies could help bring seemingly abstract or conceptual principles of an investment strategy to life. Utilising a very basic form of trend-following for its intuitiveness, we performed three realistic simulations of a relatively simple investment system with three different trading speeds to highlight interesting trades from years gone by.
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