By Jack Forehand, CFA, CFP® (@practicalquant) — For the last 40 years, managing risk for investors has been pretty easy. There have certainly been bear markets in the period, and some of them…
Tag: Trend Following
Navigating Bull and Bear Markets Using Trend Following
With the market in a significant drawdown, there has been a renewed interest from investors in trend following strategies. Given its ability to limit losses during drawdowns and reduce volatility,…
The Good, Bad and Ugly of Trend Following
By Justin Carbonneau (@jjcarbonneau) — Something has happened recently that hasn’t happened in quite some time – of the seven major market indices we apply our trend following model to…
Dual Momentum Investing with Gary Antonacci
In this episode, we speak with Gary Antonacci about his Dual Momentum investing approach. We look at both absolute and relative momentum individually, and the pros and cons of the…
A Detailed Look at All Weather Investing With Standpoint's Eric Crittenden (Ep. 83)
The last 40 years have been an exceptionally strong period for a portfolio of stocks and bonds. With stocks performing well and bonds benefitting from a tailwind of constantly falling…
An In Depth Look at Momentum Investing and Trend Following with Jack Vogel (Ep. 69)
There is perhaps no investment factor with more long-term data to support it than momentum. But despite that, its real world usage lags far behind other factors like value. Part…
Excess Returns, Ep. 12: The Pros and Cons of Trend Following
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…
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…