英文标题：
《Trends and Risk Premia: Update and Additional Plots》
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作者：
Tung-Lam Dao, Daniel Hoehener, Yves Lemp\\\'eri\\`ere, Trung-Tu Nguyen,
  Philip Seager, Jean-Philippe Bouchaud
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最新提交年份：
2017
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英文摘要：
  Recently, our group has published two papers that have received some attention in the finance community. One is about the profitability of trend following strategies over 200 years, the second is about the correlation between the profitability of \"Risk Premia\" and their skewness. In this short note, we present two additional plots that fully corroborate our findings on new data.
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中文摘要：
最近，我们小组发表了两篇论文，在金融界引起了一些关注。一是关于200年来趋势跟踪策略的盈利能力，二是关于“风险溢价”的盈利能力与其偏度之间的相关性。在这篇简短的笔记中，我们提供了两个额外的图，充分证实了我们对新数据的发现。
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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