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- 31 Mar 2013
- By Ellington Quantitative Strategies
Investors allocate to long-term trend followers in part because they performed admirably in 2008 (and steadily prior to 2008). Since then, however, performance has been mixed. Is this under-performance due to a tough environment or alpha decay? When will trend following make money again?
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More in Trend Following
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- Trend Following & Rising Rates - May 31, 2015
- Trend Following - Riding the Kurtosis - January 31, 2013
- Is Trend Following Dead? - November 06, 2012
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