The Market Environment for Trend Following

  • 10 Oct 2019
  • By Abbey Capital

Although returns in the industry have been strong year to date, the performance this decade has been weaker than in previous decades and has prompted many investors to ask whether something has changed. In this whitepaper, Abbey Capital reviews the long-term performance of managed futures, discusses industry theories, and looks at the distribution of returns for the SG Trend Index.

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