Trend Following

If You Had To Do A Trend Following Strategy, What Would It Be And Why?

The topic of this blog post was inspired by Wes, who said the following:

Q4 hedge fund letters, conference, scoops etc

Valeriy, you have done more formal academic research on trend-following than anyone I know…

Skepticism aside, let’s I forced you to pick a trend-following strategy, what would it be and why?

I decided to take on the question. I wanted . . .


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