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Trend-Following
Firm
Author
Type
Hold the Dip
AQR
Research
22 Pages
Stop the Losses!
Research Affiliates
Jim Masturzo, Jay Jeon
Research
15 Pages
Eastern Frontier: Unlocking Diversification in China
Man Group
Yash Panjabi, Giuliana Bordigoni
Research
13 Pages
A Trend Following Deep Dive: The Dynamics of Dispersion
Man Group
Research
13 Pages
High-Vol Trend Following – The Most Valuable Alternative Investment?
DUNN Capital Management
Research
13 Pages
Living with Trend Following: Lessons From the Past 25 Years
Aspect Capital
Research
14 Pages
Trend Following and Drawdowns: Is This Time Different?
Man Group
Russell Korgaonkar
Research
43 Pages
Truth or Trend: Separating Signal from Noise
Man Group
Research
17 Pages
Market Cycles and Managed Futures Drawdowns
Alpha Simplex
Kathryn Kaminski
Research
8 Pages
Walking the Tightrope: Trend Following’s Tricky Tradeoffs
Research Affiliates
Jim Masturzo
Research
20 Pages
The Patience Premium
Virtus Funds
Research
4 Pages
Trade War Crisis or Correction: Managed Futures and Crisis Alpha in 2025
Alpha Simplex
Kathryn Kaminski
Research
7 Pages
Why Patience Matters During Market Stress
Man Group
Tarek Abou Zeid, Harry Moore, Yash Panjabi
Research
6 Pages
Trend Following Through Turmoil: Why the Best Protection Comes After the First Punch
Newfound Research
Corey Hoffstein
Research
6 Pages
Does Trend Following Still Work on Stocks
Longboard Asset Management
Cole Wilcox, Alberto Pagani, Carlo Zarattini
Research
19 Pages
Trend-Following and Long-Short Quality: Loading the Dice
Man Group
Rupert Goodall
Research
7 Pages
The Additional Benefits of Trend-Following when Interest Rates are High
Quantica Capital
Research
13 Pages
Just Buy The Index
Transtrend
Research
8 pages Pages
The Yieldy Put: To Infinity and Beyond Bonds
Man Group
Yash Panjabi, Graham Robertson
Research
8 Pages
A Century of Profitable Industry Trends
Optimal Momentum
Gary Antonacci, Carlo Zarattini
Research
34 Pages
The History of Managed Futures
RCM Alternatives
Research
16 Pages
The Managed Futures Ecosystem: The Rise of the Managed Futures ETF
Alpha Simplex
Kathryn Kaminski, Scott Sample
Research
12 Pages
Honey, I Shrunk the Trend-Following
Man Group
Graham Robertson
Research
8 Pages
Risk Parity with Trend Following
LongTail Alpha
Research
17 Pages
Capturing Unpredictability
Aspect Capital
Research
11 Pages
Blinded By Bias
Efficient Capital Management
Joel Handy, Lorent Meksi
Research
6 Pages
Cross-sectional Momentum in Cryptocurrency Markets
Starkiller Capital
Corey Hoffstein, Leigh Drogen, Kevin Otte
Research
14 Pages
Should Your Portfolio Protection Work Fast or Slow?
AQR
Research
16 Pages
Trend-Following: Why Now? A Macro Perspective
AQR
Research
17 Pages
The Raisons d’être of Managed Futures
AQR
Cliff Asness
Research
14 Pages
A half-century of trend-following: How CTAs make money in different yield curve regimes
Quantica Capital
Research
11 Pages