Trend followers fall under speeding equity markets

Riding trends in equity markets is proving to be a risky pastime for quant investors


All trend followers want for Christmas is for equity markets to slow down a little in 2021.

The sheer speed of the crash and recovery in stock markets this year – the quickest on record – led some quant investors to despair.

Conventional trend-following strategies – not the high-frequency type – take a view on where stocks are going by looking back at moves over a period of a month or more. These strategies, in equities, have been whipsawed by this year’s jagging markets.

“You don’t have long

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