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This Blog is Systematic: Is the degradation of trend following performance a cohort effect, instrument decay, or an environmental problem?
https://qoppac.blogspot.com/2025/10/is-degradation-of-trend-following.html
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Tagged with:
futures
trend following
carry
momentum
sharpe ratio
It's probably bad luck to say this, but the most recent poor performance of CTAs and trend following managers this year appears to have been...
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