What Is The Correct Benchmark For Trend Following?Alpha Architect
“What is the correct benchmark for trend following?”
This is a difficult question, and there really is no perfect answer.
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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