Tag Archives: Jim Simons

Neal Berger: Trend-Following Won’t Survive

Neal Berger, the CIO of Eagle’s View Asset Management, thinks trend-following and other “pedestrian” quant strategies, such as momentum, won’t survive due to lack of dumb money. I have also been saying this for a few years.

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Sorry Bob But Jim Simons is Probably Laughing At Your T-Statistics

I avoid to attack fellow bloggers when I think they are wrong and I have never written that this or that person is wrong or, for example, that he knows no statistics. All people make mistakes, especially in a hard … Continue reading

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Jim Simons is Correct About Trend-Following

In this article I include evidence that was not explicitly presented in a recent TED interview of Jim Simons, where he said that trend-following stopped working long ago. In fact, short-term trend-following was arbitraged out in the 1980s.

Posted in Technical Analysis, Trend following | Tagged , , , , | 19 Comments