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A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
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Orientador(es)
Resumo(s)
It is well-known in the financial world that investors often turn to gold as a “safe haven”
during times of adverse market conditions. This study explores a rotational strategy that involves
switching between gold and the market in an attempt to try to time the latter and minimize losses
during these periods. Findings suggest that the effectiveness of this strategy largely varies
depending on the specific macroeconomic conjuncture, showing promising results during the
Covid-19 Crisis of 2020, but less so during the Great Financial Crisis of 2007-09.
Descrição
Palavras-chave
Market timing Safe haven Asset switching Pair switching Dual moving average crossover Gold