The new MSR China Trend-Plus Index, from New Jersey index advisory firm MSR Indices, models the historical returns investors could have received had they applied MSR’s proprietary trend-following model to a range of commodity and equity index futures listed in exchanges in mainland China since the end of 2014.
Even accounting, as one should, for the limitations of backward-looking hypothetical simulations as a methodology, the results are impressive, and they offer hope for non-Chinese bulls who are hopeful about China’s economic future and want to invest accordingly.
In . . .
Continue Reading
Unlock this article instantly, along with the rest of our premium content and benefits including daily/weekly/monthly newsletters.