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Re:Crunching 200 years of stock, bond, currency and commodit... by rio517 on Thursday February 07, 2019 @02:15PM (#19107600)
What is trend following?
Re:Crunching 200 years of stock, bond, currency and commodit... by module0000 on Thursday February 07, 2019 @04:28PM (#19108765)
Trend following is exactly what it sounds like. Pick a trend(over a time frame you choose, using a set of indicators you choose), then join the market on the side of the trend. To be successful, you must join the trend early, and be vigilant and disciplined enough to cut your losses when your trend fails to gain momentum and/or reverses.
Re:Crunching 200 years of stock, bond, currency and commodit... by rfinney on Thursday February 07, 2019 @02:37PM (#19107817)
From https://investresolve.com/blog/over-two-centuries-of-global-... (linked to in the bloomberg article) :

Trend and momentum are defined as the 12-month-minus-1-month excess return. While this is consistent with traditional measures of cross-sectional momentum, “trend” as proposed by Moskowitz, Ooi and Pedersen; and Hurst, Ooi and Pedersen does not impose a skip month. The current authors make the case that a skip month is more conservative because it allows for a delay in data diffusion in very early periods.

Re:Crunching 200 years of stock, bond, currency and commodit... by xkjkls on Thursday February 07, 2019 @02:52PM (#19107938)
It's pretty similar to momentum investing, except using real returns rather than relative performance: https://www.aqr.com/Insights/Research/Journal-Article/Fact-F...