The Trendiness of Markets

  • 15 Aug 2017
  • By Graham Capital Management

Trend-following strategies seek to profit from sustained directional price moves in markets. In this analysis, the Trend Ratio and the Directional Indicator are presented as a means of quantifying the "trendiness" of markets at the individual level and in the aggregate. Observe the trendiness of recent and historical market environments and the impact on trend-following strategies in this whitepaper.

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