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3min chapter
Doug Greenig - At the Frontier of Trend Following
Flirting with Models
How to Trade Synthetic Assets in Your Management Futures Program
The Solomon arbitrage desk used to trade mean reversion in the curvature of the yield curve. A two's, five's, 10 butterfly on a given yield curve should not in general be expected to trend in the way a directional market is. So you got to be careful about trying to trade trend on things that are not really directionalThings can sometimes find combinations of assets that trend better than unitary singleton assets. And there can be very good reasons why.
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