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Quant Funds That Chase Trends Are This Year's Biggest Losers
FYI: The trend is not your friend -- at least not lately.
Between sleepy movements in global assets and short-lived macro shocks, programmatic investors who make their fortunes chasing momentum have had a particularly rough year. In fact, by some measures, commodity trading advisers are on track to post the worst yearly return since 1987, when data were first collected on the group. Regards, Ted https://www.bloomberg.com/news/articles/2017-07-10/quant-funds-that-chase-trends-are-this-year-s-biggest-losers
