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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All examples in this report are hypothetical interpretations of situations and are used for explanation purposes only. The views in this report reflect solely those of the author and not necessarily those of CME Group or its affiliated institutions. This report and the information herein should not be considered investment advice or the results of actual market experience.
