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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.
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More in Trend Following
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- The Speed of Trend-Following - March 30, 2018
- The Trendiness of Markets - August 15, 2017
- 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.
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