Trend Following

What Is The Correct Benchmark For Trend Following?

“What is the correct benchmark for trend following?”

This is a difficult question, and there really is no perfect answer.

Q3 hedge fund letters, conference, scoops etc

As many of our readers know, we are fans of trend following and trend-followed portfolios. For those unfamiliar with trend following, the idea is rather simple–invest in an asset class if the price/return to that asset class is trending up . . .


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