Trend Following has had positive returns over a 20 year period because trends occur in virtually all markets some of the time. Trend Followers create quantitative models to capture these long term trends while limiting the cost of doing so. These models create an expected return profile similar to being long options..."
Michael Rulle
Download PDF paper on Trend Following.
NOTE: If you want to learn about trend following trading in general there is one definitive text: the bestselling classic "Trend Following: How Great Traders Make Millions in Up or Down Markets" by Michael Covel. If you want to learn about the most famous group of trained trend following traders, the Turtles and their teacher Richard Dennis, "The Complete TurtleTrader" by Michael Covel is the only complete biography (with all of the Turtle rules) available. If you want to learn trend following techniques and systems through advanced home study and or seminars click here.
