Diversifying the What, How, and When of Trend Following

This post is available as a PDF download here. Summary Naïve and simple long/flat trend following approaches have demonstrated considerable consistency and success in U.S. equities. While there are many benefits to simplicity, an overly simplistic implementation can leave investors naked to unintended risks in the short run. We explore how investors can think about … Continue reading Diversifying the What, How, and When of Trend Following