Is Trend Following Dead?
As the shouts arise that trend following is offering no Crisis Alpha during the recent Equity turbulence….we once again get the age old cries that Trend Following is Dead. There is no black and white in this story….just different shades of grey.
This video hopefully puts to rest those arguments and suggests that Trend Following is certainly not dead…but like any emergent feature of a complex system, adapts over time. The simple trend following models that were successful in the past may need to adapt to meet this changing trending condition of modern more mature markets.
Trade well and prosper
The ATS mob