After weeks of research, we are excited to share the release of our latest paper on SSRN: 

Does Trend Following Still Work on Stocks?

While trend-following strategies have been widely studied and traded in futures markets, equity markets have seen comparatively less empirical investigation. 

One of the few significant contributions to this field was published in 2005 by Cole Wilcox and Eric Crittenden. Building on their foundational work, our research takes a deeper dive, extending the analysis with historical data from 1950 through late 2024.

Additionally, our paper addresses the practical challenges faced by highly diversified stock programs, including position sizing and strategies to minimize transaction costs.

You can read the first version of the paper here: https://t.co/amsmAPD31Q

A sincere thanks to my co-author Alberto Pagani and @ColeWilcoxCIO for their invaluable insights and support throughout this journey.

A special thanks also to @M_S_Gabriel and Richard Dale from @NorgateData for their essential database support.