Banjo Apr 17, 2020 #1 https://www.bloomberg.com/news/arti...ted-by-trend-following-quants?srnd=markets-vp
M murray t turtle Apr 17, 2020 #2 Banjo said: https://www.bloomberg.com/news/arti...ted-by-trend-following-quants?srnd=markets-vp More... %% Nothing like a good trend/several good trends...……………………………………………………………………………………………………………………………………...
Banjo said: https://www.bloomberg.com/news/arti...ted-by-trend-following-quants?srnd=markets-vp More... %% Nothing like a good trend/several good trends...……………………………………………………………………………………………………………………………………...
R1234 Apr 17, 2020 #3 and they will go back to multi-year drawdowns after this passes. Trend following CTAs are dead money.
and they will go back to multi-year drawdowns after this passes. Trend following CTAs are dead money.
