Tag Archives: trend following
The edge the financial media and trading gurus provide comes in the form of dumb money needed for systematic and skilled traders to realize alpha.
Traders and investors are constantly bombarded by articles touting price series momentum and trend-following in equity markets. But it is possible that these claims rest on wishful thinking rather than on strategy robustness. Here is an example. For access to … Continue reading
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.