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5yrs ago Managed Futures alphaarchitect Views: 230

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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.

Paper Links:

  1. Trend Following on Steroids
  2. How to Use Trend Following within a Portfolio
  3. Measuring Factor Exposures: Uses and Abuses
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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.


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