A listed version of Systematica Investments' flagship hedge fund is down roughly 19% this year, as some trend-following ...

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 ...

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 ...

Many of the large or high-profile funds that mostly deploy trend-following strategies lost money, although some remain in the black for the year. But as stock market volatility stays high and ...

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 ...