Cantab Capital – Trend And Carry Everywhere

Article by Dr Ewan Kirk and Dr Chris Longworth Cantab Capital

Simple rules on macro assets can create very attractive returns. We present a simple trend system and a simple carry system and show how the combination of the two return streams appears very attractive.

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Summary

Trend following in one form or another has been an investment style for decades. Surprisingly to us, there is still a considerable amount of mystery about how trend works and the important...