Showing 1 - 10 of 96 results for 'Trend Following'

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Bibliography

Trend Following

Here is a selected list of books, journal articles and working papers that we found helpful in developing our research around Trend Following strategies.

White Paper

Trend Following and Rising Rates

Can trend followers benefit from the impact of rising yields on asset class returns? We explore a simple trend-following strategy during rising rates and find that the strategy may benefit investors when markets experience gradual, persistent changes

White Paper

Trend Following in Focus

We use live data of trend-focused managers starting in 2000 via the SG Trend Index to contextualize recent performance and to re-affirm the merits of the strategy.

Journal Article

A Century of Evidence on Trend-Following Investing

We simulate a trend-following strategy back to 1880 and investigate whether strong performance over a few decades was a statistical fluke, or a more robust phenomenon that may hold true over a wide range of economic conditions.

DC Solutions

DC Solutions Series: Trend Following Strategies in Target-Date Funds

We focus on the need for target-date funds to better protect against losses during equity market drawdowns and to better diversify. We suggest incorporating trend following as a potential solution, which may mitigate the problems caused by equity risk concentration.

News

New AQR Paper Seeks to Demystify Trend-Following Investing

The academic literature and real-world investors have put forth a whole host of strategies that on the surface appear unique, but which are all related to trend-following at a high level, AQR researchers write in a working paper. In the paper — “ Which Trend Is Your Friend? ” — Ari Levine and Lasse H.

Journal Article

Which Trend Is Your Friend?

The academic literature and real-world investors have put forth a whole host of strategies that on the surface appear unique but that are all related to trend-following at a high level.

News

Yao Hua Ooi Discusses Trend Following in Different Environments

AQR Principal Yao Hua Ooi delivered a talk on how trend-following investment strategies have worked in present and past macroeconomic environments at the 8th annual JPMorgan Quantitative Conference.

News

AQR Researchers Study Trend-Following Strategies as Rates Rise

AQR researchers Lasse H.

Alternative Thinking

Tail-Hedging Strategies

Tail hedges are one way to potentially limit losses in adverse markets—but at a substantial cost. We discuss alternative approaches, such as trend-following strategies, which are more cost-effective and may offer portfolio protection in market downdrafts