Millburn Ridgefield was an early trend following pioneer. They have been trading trend following models since the early 1970’s. More:
Ever since the latest phase in Millburn’s strategy evolution began in 2013, its flagship diversified strategies have delivered a Sharpe ratio near one. These strategies have also significantly outperformed most traditional CTAs, including positive performance in each of the last five consecutive calendar years. Beyond this, Millburn’s niche, relative value commodity strategy (which is now soft closed) has produced some truly exceptional returns. Investors have clearly appreciated the performance — AuM has grown steadily over the period to more than USD 6.5 billion today.
Millburn Ridgefield original principals included: Harvey Beker, George E. Crapple, Mark Fitzsimmons, Barry Alan Goodman, Kenneth P. Pearlman and Grant Norman Smith.
