c

# Momentum trading - qualitative discussions


- febr 2022 [JPMorgan Quant Says Fastest Trend Followers Are Set for Comeback](https://uk.finance.yahoo.com/news/jpmorgan-quant-says-fastest-trend-131500064.html?guccounter=1)

....Peng Cheng at the U.S. bank. His intraday trend-following model is up this month by the most since June 2020.

## - 2020 [Trend-following hedge funds struggle in topsy turvy year](https://www.ft.com/content/5ea09868-ecc0-47d1-aa5c-57d33af543f4)
⏎
Instead, the $280bn industry has experienced widely diverging fortunes this year
⏎
In contrast, Roy Niederhoffer’s Diversified Fund and the Tewksbury Investment Fund have gained roughly 44 per cent and 18 per cent. Man AHL’s trend funds are up 3 to 4 per cent, while other big players — such as AQR — have trodden water
⏎
Yet two factors have also stuck out: whether they branched out into other quant trading strategies, and whether funds reacted quickly to market moves or looked at longer-term patterns
⏎
David Gorton of DG Partners, which runs a trend-following fund in a joint venture with Brevan Howard, that is up 5.4 per cent this year
⏎
...improve on trend-following systems rather than drifting too far from the core strategy, according to Ms Braga. ... to cope better, enrich our models and prepare them for regime changes,” she said.
⏎
## https://www.sr-sv.com/tag/trend-following/

## [Why Quant is the Future – With Leda Braga, CEO & Founder of Systematica](https://podcasts.apple.com/gb/podcast/the-money-maze-podcast/id1504477769?i=1000557561989)

BlueTrend
3 days- 3months
**a) signal generation b) position sizing**⏎
ML only on filtered data
Trend returns even on downturns, but not regular returns over any periods



# Parents

* Momentum Strategy