AQR – You Can’t Always Trend When You Want


AQR recently published an article on SSRN (and on their webpage) dissecting the low realized Trend Following performance over the last decade. They generally find that market moves has been smaller than average and sees better returns in the future (if market returns to normal. The article refute common reasons such as “crowding” (that the … Continue reading AQR – You Can’t Always Trend When You Want