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5yrs ago Managed Futures alphaarchitect Views: 270

In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of hedge funds when the issuer is either private or public.

Article Links:

  1. Trend-Following: A Decade of Underperformance
  2. If you had to do a trend following strategy, what would it be and why?
  3. Public Hedge Funds and Their Performance
  • The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Alpha Architect, its affiliates or its employees. Our full disclosures are available here. Definitions of common statistics used in our analysis are available here (towards the bottom).
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Compound Your Knowledge Episode 6: Trend Following and HFs was originally published at Alpha Architect. Please read the Alpha Architect disclosures at your convenience.


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