If I said, “Trend following trading strategy,” which single asset class would you assume that I am talking about?

When I learned trend following, I was told, “Equities”, or separately, “Most CTA’s are trend followers” (i.e., “Futures”). Can both be true at the same time? Or, alternately at different times within the same strategy? What about other asset classes too?

Enter the concept of “Tactical Asset Allocation” as explained by Quantpedia.com. The “Quantpedia Explains” trading strategy video series continues with an explanation of “Asset Class Trend-Following”, on the basis of the research paper “A Quantitative Approach to Tactical Asset Allocation”.

???? Watch the video for more: https://youtu.be/dhfhdKj40aA

???? Read the Quantpedia “Asset Class Trend-Following” article, including a summary of and links to the original research paper here: https://quantpedia.com/strategies/asset-class-trend-following .

???? See the full series as it evolves here: https://quantpedia.com/quantpedia-explains-trading-strategies/, or on YouTube here: https://www.youtube.com/c/Quantpedia

Via: Changing Market Strategies LLC