In today’s video, we examine three articles from last week. The first article examines the (under) performance of trend-following over the last decade. The second article by Valeriy Zakamulin examines common questions, and Valeriy’s responses, on “how” to build a trend-following model. The third article by Elisabetta examines the performance of hedge funds when the issuer is either private or public.

Article Links:

Trend-Following: A Decade of Underperformance

https://alphaarchitect.com/2019/02/20/trend-following-a-decade-of-underperformance/

If you had to do a trend following strategy, what would it be and why?

https://alphaarchitect.com/2019/02/22/if-you-had-to-do-a-trend-following-strategy-what-would-it-be-and-why/

Public Hedge Funds and Their Performance

https://alphaarchitect.com/2019/02/18/public-hedge-funds-and-their-performance/