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TTU139: The Benefits of Alternative Markets ft. Simon Judes, Co-CIO at Winton

Top Traders Unplugged

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Faster Trend Following Outperforms Slower - Is There Something to Change?

When you see a market event like that, or maybe if you look at say March 2020 is another example where really fast trend actually did very well. So when you see something like that, how do you assess that? What would you need to see to say, maybe something's changing with markets and it's not just one occurrence in the distribution of possible occurrence. Well, that's a great question. You did have that period in February and March 2020 where faster trend following temporarily did better than slower trend following. That was a moment where we're faster trend following our performance for a trend following. And then the question is, at that moment, has something changed? Is faster trend following going

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