This is originally a research shared by AQR Capital Management. We present a framework for understanding the drivers of trend-following returns and show that recent performance challenges are primarily due to muted moves across global markets rather than a change in trend following’s ability to translate market trends into profits.
This is originally a research shared by AQR Capital Management. Brexit has gone on for so long that most people have moved beyond Brexit fatigue, and we've reached Brexit fatigue fatigue. Does that mean it's interesting again? We think so because it's moving markets and is the topic of the Wrap-Up this week.