AQR emerging as one of the largest trendies, maybe the largest in the US, Managed by AQR founder Cliff Asness, the open-ended fund was started in 2010 and has $9.135 billion in AUM as of August 31.
Ep. 377: Annie Duke Interview with Michael Covel on Trend Following Radio http://www.michaelcovel.com/2015/09...-with-michael-covel-on-trend-following-radio/
Recent research piece from Winton, world's largest trendie -- https://www.wintoncapital.com/assets/Documents/Autocorrelationoftrendfollowingreturns.pdf AUTOCORRELATION OF TREND-FOLLOWING RETURNS: ILLUSION AND REALITY RESEARCH BRIEF 10 Jul, 2015 In the five years prior to 2014 managed futures trend‐following strategies experienced a long run of weak performance, leading to speculation that the strategy might be ‘dead’. The last six months of 2014 saw a reversal of these bad fortunes, with trend‐following funds producing surprisingly strong returns. Prompted by these variations in performance, we ask: can we conclude from a series of good years that the environment is good for trend-following, so that high returns are likely to continue? Or is the opposite true? We give reasons to be skeptical, examine the evidence, and conclude that the case for either positive or negative effects is weak.
Ep. 385: Paul Slovic Interview with Michael Covel on Trend Following Radio http://www.trendfollowing.com/2015/...-with-michael-covel-on-trend-following-radio/ Ep. 384: Living by Your Own Rules with Michael Covel on Trend Following Radio http://www.trendfollowing.com/2015/...-with-michael-covel-on-trend-following-radio/ Ep. 383: Lawrence McMillan Interview with Michael Covel on Trend Following Radio http://www.trendfollowing.com/2015/...-with-michael-covel-on-trend-following-radio/ Ep. 382: Dissecting Duplicity with Michael Covel on Trend Following Radio http://www.trendfollowing.com/2015/...-with-michael-covel-on-trend-following-radio/