5 thoughts on “Trend Following Correlations

  1. What exactly are you trying to show us here?
    Because whatever it is, it is not clear to me……….

  2. Was there an explanation in the book?

    Looking at the other comments, I can see the pattern now.

    I think it is a shame the indices are not listed first (or last) so indicies and trend followers are grouped together.

    Then the chart would pop out as a little checkerboard of red and black…

    Meaning that the markets all tend to trade together, and the trend followers all tend to trade together, but have negative correlations i.e. the two groups trade AGAINST each other.

    Good info, but it could have been presented better and have more discussion. (you can update it if you like…)

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