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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: