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SI195: Trend Following 101 ft. Richard Brennan

Top Traders Unplugged

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The TTU Trend Following Index Is Not Just an Index, It's an Allocation Method

We decided to create an index ourselves of trend followers. And let's not look at size as a criteria for inclusion. Let's look at track record. Our index is equally weighted like the other indexes, but we rebalance on a monthly basis and we reconstitute monthly as well. The t t u tranfolloing index had 60 programs in it, unlike the s g trend,. which has got ten, and the be top 50 that's currently got 20, and not necessarily tren following.

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