A falling moving average indicates a downtrend. If a moving average is flat, the market is likely consolidating, meaning trend-following strategies will be ineffective. MAs can also act as dynamic ...

Trend trading is a strategy that seeks to capitalize on an ... Instead, trend traders concentrate on detecting and following recognized market trends. Below, we consider four trend-trading ...

The strategy receives an Average Process rating. AQR had long focused on using price-based trend-following strategies to construct this portfolio, but, at the end of 2018, the team introduced ...

Other strategies, particularly trend following strategies such as its AHL Alpha and AHL Evolution produced mixed returns of a positive 3.2% and negative 6.1%, respectively. "We were able to ...

Having said the above, one of my key takeaways is that investors should not rely on a single ETF to provide portfolio protection, especially when it comes to trend-following strategies ...

S.C.'s original goal was to focus exclusively and extensively on the research & development of algorithmic trend-following strategies. The implications of our research over the years have not only ...

The strategy receives an Average Process rating. AQR had long focused on using price-based trend-following strategies to construct this portfolio, but, at the end of 2018, the team introduced ...