This week Ryan and I discuss three posts. First, we examine a guest post titled, “Trend Following on Steroids,” which examines ways to enhance a simple trend-following strategy. Second, we examine a post I wrote regarding how to use trend-following within a standard stock/bond portfolio. Last, we examine a post by Tommi on an AQR paper regarding how to measure Risk Exposures.

Paper Links:

Trend Following on Steroids

https://alphaarchitect.com/2018/12/07/trend-following-on-steroids/

How to Use Trend Following within a Portfolio

https://alphaarchitect.com/2018/12/04/how-to-use-trend-following-within-a-portfolio/

Measuring Factor Exposures: Uses and Abuses

https://alphaarchitect.com/2018/12/03/measuring-factor-exposures-uses-and-abuses/