Is Trend Still Your Friend? A Microstructural Account of the Demise of Short-Term Trend-Following

By Jutta G. Kurth, Zoltan Eisler, Adam Rej, Jean-Philippe Bouchaud

Published 2026-07-03

Everscope rating

1952.7

Relevance to quantitative trading

10 / 10

Implementation complexity

5 / 10

Reproducibility

2 / 5

About this paper

Methodology: Cross-sectional microstructural analysis with EWMA trend signal construction and tick-size tiering. Problem types: Time Series Forecasting, Algorithmic Execution, Market Making, Risk Management.

arXiv:2607.01550 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.