Tag Archives: trend following
This apologetic narrative is frequently found in blogs and social media: “I have traded for X number of years.” It is often used by those who have not kept up with progress in financial markets to convince an audience that … Continue reading
In this article we look at the past performance of two popular trend-following strategies applied to the Dow 30 group and attempt to explain the reasons this style has fallen out of favor among some fund managers. For access to … Continue reading
Despite a 33.4% year-to-date gain in the iShares MSCI Emerging Markets ETF (EEM), trend followers in the last seven years are still in the red.
Many of us who were trend-followers in the 1990s find the current notion of equity trend-following sort of peculiar, if not amusing, due to hindsight bias effect.
Negative autocorrelation is not necessary for a major top but when it becomes significant and keeps increasing it may be a warning sign. This is the case this month.
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.