2 ms·

Sounds like Following the Trend https://www.amazon.com/Following-Trend-Diversified-Managed-Futures/dp/1118410858/ref=sr_1_1?ie=UTF8&qid=1480083491&sr=8-1&keywo

• lintiness 10y ago
  he's stated in the past they generally fade direction. the strategy isn't scalable, so it's pretty obvious most of what they do is liquidity provision, market-making, and short term arbitrage.