Mebane T. Faber: Relative Strength Strategies for Investing

Mebane T. Faber offers insights into trend following in his paper here. My work ‘Trend Following’ gets a shout out too. An excerpt:

“Momentum based strategies, in which we group both trend following and relative strength techniques, have been applied as investment strategies for over a century. Momentum has been one of the most widely discussed and researched investment strategies (some academics would prefer the term ‘anomaly’).”