A Long Term Trading Model for Portfolio Management

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Authors

  • Omar Ait Hellal Department of Math, Engineering and Computer Science, La Guardia Community College, CUNY 30-10 Thomson Avenue, Long Island City, New York, 11101
  • Gerald H. Meyer Department of Math, Engineering and Computer Science, La Guardia Community College, CUNY 30-10 Thomson Avenue, Long Island City, New York, 11101
Vol. 2 No. 02 (2016): VOLUME 02 ISSUE 02
Articles
February 21, 2016

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We use the output of our wave smoothing algorithm to analyze intermediate trend turning points from which we formulate a long/short trading system geared to the long-term investor. This system, which is well suited as a mutual fund or etf, significantly outperformed the S&P 500 over a span of 15 years beginning January 2000. We empirically test our trades using simple money management and an exhaustive simulation.