By design, roughly two-thirds of the portfolio consists of trend-following strategies, while the remaining third consists of diversifying nontrend-following managers, such as global macro ...

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 ...

NEW YORK (Reuters) - A listed version of Systematica Investments' flagship hedge fund is down roughly 19% this year, as some trend-following strategies have struggled to navigate the market ...

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 ...

The fund's trend-following strategy, complemented by non-trend models and the carry factor, helps achieve diversification and improved risk/reward characteristics. Despite a 0.76% expense ratio ...

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 ...