Sawyer Capital ManagementTrend-Following Strategies Work – Sawyer Capital Management https://www.sawcap.com Evolutionize Web Site Tue, 14 Nov 2017 19:30:19 +0000 en-US hourly 1 https://wordpress.org/?v=5.1.22 Trend-Following Strategies Work https://www.sawcap.com/2016/11/07/trend-following-strategies-work/ https://www.sawcap.com/2016/11/07/trend-following-strategies-work/#respond Mon, 07 Nov 2016 09:00:30 +0000 http://evolvemypractice.com/?p=3202 As an investment style, trend-following, also referred to as time-series momentum, has existed for quite some time. Time-series momentum examines the trend of an asset with respect to its own past performance. This is different from cross-sectional momentum, which compares the performance of an asset with respect to the performance of another asset. Academic research...

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]]> As an investment style, trend-following, also referred to as time-series momentum, has existed for quite some time. Time-series momentum examines the trend of an asset with respect to its own past performance. This is different from cross-sectional momentum, which compares the performance of an asset with respect to the performance of another asset.

Academic research has provided consistent, long-term evidence that trends have been a pervasive feature of global markets, not just in equities but also among bonds, commodities and currencies. Carl Hamill, Sandy Rattray and Otto Van Hemert contribute to the literature with their August 2016 study, “Trend Following: Equity and Bond Crisis Alpha.”

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