A century of evidence of trend following investing

Gregor Andrade | AQR Capital Management | PortfolioConstruction Forum Conference 2013

Conference 2013 facilitated debate on the markets, strategies and investing with particular focus on how to better construct portfolios for the whole of an investor's life, so that they are more likely to achieve their goals.

Session summary

As an investment style, trend-following has existed for a very long time. Some 200 years ago, the cl...