-
Trading
Product Groups
Getting Started
-
-
- Active Trader Daily market data and insight for the Individual Active Trader
-
-
-
- Cryptocurrency Bitcoin futures and other cryptocurrency products are now available.
-
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
-
-
Clearing
-
-
Margin Services
- Try our new interactive margin calculator and evaluate initial margin requirements
-
-
Data
Distributors
Intraday Data
Subscription Based Data
-
-
- MDP (Streaming) Access our market data directly via our Market Data Platform
-
-
-
- E-Quotes Offering charting, analytics, real-time quotes and news on our products
-
-
-
- CME DataMine (Historical) Comprehensive historical price information available on select CME Group contracts
-
-
-
Technology
-
Education
Learn why traders use futures, how to trade futures, and what steps you should take to get started.
- 31 May 2015
- By AQR Capital Management
We examine the performance of a simple trend-following strategy to illustrate how rising interest rates can produce exploitable trends. To show the effectiveness of these exploitable trends, we apply the simple trend-following strategy in a variety of hypothetical historical situations. Given its ability to go both long and short in a variety of asset classes, we believe that trend following could potentially offer a diversifying return stream regardless of the interest rates' direction.
-
More in Trend Following
-
- When Do Trend Followers Make Money? - March 31, 2013
- Trend Following - Riding the Kurtosis - January 31, 2013
- Is Trend Following Dead? - November 06, 2012
CME Group is the world's leading and most diverse derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.
Contact Us
View AllCME Group / Chicago HQ
Phone: +1 312 930 1000
Toll Free (US Only): +1 866 716 7274
