Fixed Income Trend Following Loading... : Investor Sentiment and Bull/Bear Views
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17:07
Jan 24
Jan 24
Fixed income trend specialization beats generic CTA.
Fixed income has positive carry and higher autocorrelation, so specialized fixed-income trend models can harvest trends better than a generic CTA that treats all asset classes the same. He says his fixed-income fund has produced positive returns over three years, up 12% after fees, while broad trend and fixed-income trend were difficult, supporting the specialization thesis.
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About Fixed Income Trend Following Investor Commentary
Across the available history and selected sources, Buzzberg tracks Fixed Income 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.