Carry-Tilted Trend Following Loading... : Investor Sentiment and Bull/Bear Views

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17:07
Jan 24
Yoav Git Portfolio Manager, Gresham Top Traders Unplugged
Carry tilt improves trend-following Sharpe.
Carry adds only a small extra edge to trend, but tilting trend-following allocations toward high-carry markets, and markets with structural supply-shock drivers, can lift portfolio Sharpe. The point is not to turn a 0.2 Sharpe into 0.7 but to improve the average asset Sharpe and thus the diversified CTA Sharpe.
MED

About Carry-Tilted Trend Following Investor Commentary

Across the available history and selected sources, Buzzberg tracks Carry-Tilted Trend Following across 1 sources: 1 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 100% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 1 total trade idea tracked. Latest voices: Yoav Git.