Trend Following with ETFs

Trend following is a rebranded name for momentum trading strategies. It looks at assets where the price has gone up and buying them because it believes the price will continue to rise and likewise for falling prices where it sells. I’ll use this post to show you how to build a basic trend-following strategy in Julia with free market data. Enjoy these types of posts? Then you should sign up for my newsletter. It’s a short monthly recap of anything and everything I’ve found interesting recently ...