Author: Michael Harris
Page 2/53
Trend-Following Risks and The Top CTA Performance
Extreme Macro Causes Volatility
Trend-Following Many Markets Maximizes Sharpe
Diversification and Trend-following
Positive Skew Can Hurt Returns
CTAs and Sharpe Ratio
Trend-Following Is Appealing in Theory But Painful in Reality
Reliance on a Single Strategy Poses High Risks
Strategies Fail When Market Regimes Change
On The Importance Of The Sharpe Ratio
