Trend following
BlackRock preps managed futures ETF
Asset manager’s plans could open strategy to $400 billion-plus new asset pool
Trend following struggles to return to vogue
Macro outlook for trend appears to be favourable, but 2023’s performance flop gives would-be investors pause for thought
Fleeting volatility vexes trend followers
Jumpy markets give quant firms the jitters as tried-and-tested strategies struggle in 2023
‘Trend’ triumphs in uncertainty, but not as it wanes – study
Quant investing approach thrives in extremes of market uncertainty; calm hinders it
Trend following’s bumper returns mask fading convexity
Research suggests strategy is no longer a reliable hedge against stock market crashes
Quant investment house of the year: Transtrend
Risk Awards 2022: Commodities long shot pays off for trend follower
Quants turn to single stocks to revive intraday trend strategy
Retail trading boom has made intraday single-stock strategies more viable
Trend followers fall under speeding equity markets
Riding trends in equity markets is proving to be a risky pastime for quant investors
AQR takes step into exotic trend following
$200-billion quant firm joins those plugging new take on strategy that’s struggled
Some trend followers are less than ‘pure’ – study
Sick of waiting for a crisis, some commodity trading advisers move from ‘pure trend’ to ‘trend-plus’
From trend follower to trailblazer
New fund targets commodities others are “scared” to trade – from asphalt to glass panels
From AI to cheese: funds seek fixes for trend following
Firms turn to machine learning, hybrid products and new markets to boost returns
Winton’s David Harding on turning away from trend following
Founder explains decision to scale back weighting of strategy that made firm’s name
Book review: trend following with managed futures
Seven centuries of data shows average return of 13% with volatility of just 11%