Trend-Following in Inflationary Environments

Are trend-following strategies well-suited to future inflationary environments?

Quantitative trend-following strategies have been in existence for around 40 years. Over this period, we have experienced only two bursts of inflation. As a result, trend-following investors have scant evidence for the effect that inflationary regimes might have on their strategy.

You can now read the full whitepaper at the link below