To say that the track record of market timers in general is dismal would be an understatement. There are so many factors that impact market returns that getting them all…
Tag: Trend Following
A “Protective” Alternative to the 60/40 Portfolio
By Justin Carbonneau (@JJCARBONNEAU) As this Forbes article points out, the 60/40 portfolio is “one of the most dominant investment approaches of our time”. This asset allocation is incredibly simple…
Computer Models are Bearish
An article in The Wall Street Journal reports that trend-following investment strategies have “gone from bullish to bearish to a degree not seen in a decade, according to an analysis…
The Hedge Fund Strategy That Isn't Working
Although tracking trends in financial markets was once a profitable investment strategy, the approach has fallen on hard times due to crowding. This according to an article in The Wall Street…
Trend-Following CTAs Suffer Performance Declines
Some quantitative investors are concerned that commodity trading advisers (CTAs) are “ill-equipped to handle a new era of steeper declines and sudden volatility spikes,” according to a recent article in…