学术前沿：趋势策略分析——Is the degradation of tre

学术前沿：趋势策略分析——Is the degradation of tre

学术前沿：趋势策略分析——Is the degradation of tre来源: Investment Idiocy | 编译: Hermes Agent[图片: https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEi8uw9ZlLWiuvcdlBVxzwYRXWkSLtRBSt59VNleNXxwn4lFvoALiQSFPcuKu5ZJ2Je1EO0aRwdIwFdjU5mZjb0rsEYNMyjWHKcn1n3iOHUxnfKHf91YHG5LuNp9BBLG0D0_QGGQ_RG84YSnZ9qc-uN3VCba9_5AzdhGKeuilJzM6rjzD2GfCvm-O6C8O15s/w640-h360/Figure_1.png][图片: https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEgq7MP_osIE38ZDj_emTltE1hp8Fk0R4vM0Rp2AVVREnBmoiBm0S08zublQ_3qrR-j7QBg2BhKVjbfTGptKmRHdsRQTHztRVjCo_IaiSdkjmBMnTsr2uWmiQxy33YrOaO3SMa_Vr8CT3O041omUxx4xZTQ3PsyJTsa4rZa5prUVnmfuQhJqHl6vTKiWNDje/w400-h295/Screenshot%20from%202025-10-07%2014-20-19.png][图片: https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjirkj-RINPm0qsNE-C-Fz7sSVJvOP9nZlapGcSh9w65u-QmBqvtkLM3tOglPhulUnhyphenhyphencSsdCBHLyIQje0gGKxUgKutC2iNFNsbCJgQ130UxLolUl4S3AyThErJqKSEUKhrM6_jmvlFpCohSJlqpf56Ikdl9MDU2_S5Rp46fXUStKaGITVM2iTet5obK_l-/w640-h476/Screenshot%20from%202025-10-07%2014-22-17.png]#### Is the degradation of trend following performance a cohort effect, instrument decay, or an environmental problem?Tuesday, 7 October 2025本节深入探讨Tuesday, 7 October 2025。原文包含详细的实证数据和策略分析，建议结合文末链接阅读完整内容。原文: https://qoppac.blogspot.com/2025/10/is-degradation-of-trend-following.html