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Trend following

Trend-following is Dead: Update

A blogger has attacked my recent article on trend-following. Below is my defense.

This particular blogger, among other things, attacked the use of the Barclay CTA index as inappropriate while at the same time he tried to rebut my claims by using the limited and selective Barclay BTOP50 Index that is comprised of only 20 large funds that report on a daily basis.

Here is a detailed response to these claims.

According to this blogger, anyone who disagrees with him does that to get clicks. But this is the same blogger that in 2004 wrote an article that equity trend-following is dead. Obviously, he has things in his mind reversed.

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Publisher: Michael Harris
Date: September 1, 2015
Language: English
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