Trend Funds

CTA is about $8\%$ of AuM of Hedge Fund Industry

AQR

• https://funds.aqr.com/funds/aqr-managed-futures-strategy-fund

AQR Managed Futures UCITS Fund Factsheet | November 2021

2018 https://www.aqr.com/Insights/Research/White-Papers/Trend-Following-in-Focus?aqrPDF=1

• https://funds.aqr.com/funds/aqr-large-cap-momentum-style-fund#about

CFM

• https://cfmaltbeta.com.au/wp-content/uploads/2020/05/2020-04-CFM-ISTrends-Trust-factsheet.pdf

• research

https://www.cfm.fr/assets/Uploads/PDFs/2018-Making-fat-right-tails-fatter-with-trend-following-most-of-the-time.pdf
https://www.cfm.fr/assets/Uploads/PDFs/2015-CFM-Trend-Following-a-Persistent-Market-Anomaly.pdf

research

• current state

https://portal.barclayhedge.com/cgi-bin/indices/displayIndices.cgi?indexID=cta

• http://www.ctaindexes.com/index.html

https://cib.societegenerale.com/fileadmin/indices_feeds/SG_CTA_Monthly_Report.pdf
https://research.macrosynergy.com/macro-efficiency/macrotrends-2/

• http://www.redrockcapital.com/A_Comparison_of_CTA_Indexes__Feb_2015_.pdf

Newedge

• 2019 - hard times for Trend

https://www.cambridgeassociates.com/insight/with-trend-following-funds-down-sharply-this-fall-should-investors-fish-or-cut-bait/