A. Trend Following for Stocks
Cole Wilcox and Eric Crittenden of Blackstar Funds, LLC graciously supplied all of the research in this appendix about trend following success on stocks. I view this appendix as a twelfth chapter, even though it is not labeled that way.
Does Trend Following Work on Stocks?
Introduction
Our firm Blackstar Funds, LLC manages a multi-advisor commodity pool that invests primarily in systematic1, long volatility2 programs. We focus mainly on trend following programs from the commodities, financial futures, and currency trading arenas, as they tend to be the most systematic in terms of trading and portfolio management. Years of searching for systematic trend following programs that focus on stocks, ...
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