You can watch the video via the link below:
This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regarding how to measure Risk Exposures.
Alpha Architect Weekly Recap: Trend-Following, Portfolios, and Risk Factors was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.