Source guide for finance practitioners who invest in or give financial advice related to trend following strategy. Discusses trend following basics, theoretical foundations of trend following, trend following as an alternative asset class, benchmarking and factor decomposition, trend following...

Abstract We investigate the potential Bayesianity of maximum likelihood estimators (MLE), under absolute value error loss, for estimating the location parameter θ of symmetric and unimodal density functions in the presence of (i) a lower (or upper) bounded constraint, and (ii) an interval...