It was great to be back with Niels where our discussion on the nuances between different trend followers has become an epic miniseries. This episode discusses the broad church of trend following from the perspective of cross-sectional momentum and absolute momentum. There is no one size fits all approach in Trend Following and the different mental models we use to best explain the nature of trending markets has significant influences in how we trade these markets.

267 Systematic Investor Series ft. Richard Brennan – October 28th, 2023