by Angela Wisdom | Jan 23, 2018 | trend following
As we begin a new year and reflect on 2017’s performance I can’t help but wonder if this will be the year for commodity trend followers. I know I probably sound like a broken record preaching the trend following strategy and encouraging investors to stay the course.... by Michael Melissinos | Aug 8, 2017 | trend following
AQR updates it paper on Trend Following performance over the last century. Despite the strategy experiencing poor recent performance, it brings tremendous value to stock and bond portfolios over time by 1) increasing returns and 2) lowering volatility and max loss. A... by Shane Wisdom | Dec 15, 2015 | trend following
“ Cut short your losses, let your profits run on. This principle above is the central tenet of trend following, a successful strategy for trading systems and CTAs alike. Digging through history, this maxim can be traced back all the way to David Ricardo, an... by Shane Wisdom | Dec 13, 2015 | trend following
Crude oil has been in the news a lot recently. Just last week, after the OPEC meeting, its price declined by over 10%. With a lot of volatility, we wanted to test how a trend following strategy would have performed on the futures contract in recent history. Here is a...