Trend Setters: The Mechanics of Trend-Following
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Trend Following Strategies for Inflationary Times
You put out a paper last year that seemed reasonably well timed and it definitely has turned out about as you expected. We've gone from a very moderate not so volatile inflation level to one that's volatile and much and rising quite fast. It takes markets time to fully digest the new inflationary environment just like it takes central bankers time to recognize the new environment. So equities have a slightly more non-linear relationship with inflation which makes it slightly harder for for trendful or to benefit from.
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