Trend Following Evidence

First published: 2017

Brief summary

AQR paper on a century of evidence on trend following.

Article

Trend Following Evidence is covered by the linked source. AQR paper on a century of evidence on trend following.

The material is published by AQR and presents market data, historical evidence or an investment framework.

The subject may involve prices, returns, valuations, sectors, investor behaviour or trading rules. Comparisons require consistent treatment of dividends, inflation and costs.

Historical market patterns are not fixed schedules. Predictability can weaken across periods and does not guarantee profit after risk, costs and taxes.

Source details and credits

• Source / publisher: AQR
• Source type: White paper
• URL type: WWW
• Credits: AQR
• URL: https://www.aqr.com/Insights/Research/White-Papers/A-Century-of-Evidence-on-Trend-Following-Investing