In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of hedge funds when the issuer is either private or public.

Article Links:

  1. Trend-Following: A Decade of Underperformance
  2. If you had to do a trend following strategy, what would it be and why?
  3. Public Hedge Funds and Their Performance