# Trend Funds

## [CTA is about $8\%$ of AuM of Hedge Fund Industry](https://www.barclayhedge.com/solutions/assets-under-management/)

## AQR

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

[AQR Managed Futures UCITS Fund](https://www.fundslibrary.co.uk/FundsLibrary.dataretrieval/Documents.aspx/?type=packet_fund_class_doc_factsheet&docid=0d5ab649-375d-44d9-ae52-07f09d10cea6&user=BeK5Jlu9f1Eq5U9UBTnBNS%2fH19fdiPEMQk1m%2bsObanU%3d&language=en-GB&track1=16gl9ttYxmVdvRXyy0jD0CBpN3rWGcv1mGOCBaES7%2b9kvCT0RxWskttR1r6LjRwMZhXQhFHj3IWZEXo4PjHmxQ%3d%3d&track2=ureSOpklFFTlkDyso3tueTyZ6Gwdza7x8RYo15l6NOM%3d&r=1) 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/



# Parents

* Momentum trading - qualitative discussions