The Science and Practice of Trend-Following Systems

By Artur Sepp, Vladimir Lucic

Published 2026-07-20

Everscope rating

1723.6

Relevance to quantitative trading

10 / 10

Implementation complexity

6 / 10

Reproducibility

5 / 5

About this paper

Methodology: Analytical Derivation with Monte Carlo Verification and Empirical Validation. Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Algorithmic Execution, Pairs Trading.

arXiv:2607.19497 · Code · Paper rankings

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