collaborators

1 paper

q-fin.TR2026

Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following

Jutta G. Kurth, Zoltan Eisler, Adam Rej +1

Systematic trend following has, on average, been profitable for at least two centuries; yet since approximately 2009, short-term trends have ceased to deliver reliable returns. Usi…