Machine Learning

Trend Following - What Decades of Research Reveal

• Fabio Capela
• Finance , Investing strategies , Portfolio management , Risk management , Trend following , Systematic trading , Market momentum , Volatility targeting , Machine learning , Reinforcement learning , Alternative data

Trend following has long been a conerstone strategy for traders and investors. By systematically riding market momentum, trend following strategies have historically delivered strong risk-adjusted returns across various asset classes. But how does the strategy hold up in different environments, and what does academic research say about its efficacy? Let’s explore the key insights from a wealth of scientific literature on trend following.

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