Equity Trend Following Loading... : Investor Sentiment and Bull/Bear Views
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Price change since each call, adjusted for long/short direction. Results calculated:
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17:07
Jan 24
Jan 24
Equity trend following suffers negative autocorrelation.
Equities exhibit negative autocorrelation because of rebalancing, value traders, day traders, and options dynamics, so generic trend-following machines cannot harvest equity trends as well as they can in bonds, FX, and metals. Equity trend following has tended to underperform despite strong long-only equity returns.
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About Equity Trend Following Investor Commentary
Across the available history and selected sources, Buzzberg tracks Equity Trend Following across 1 sources: 0 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 0% = 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.