---
title: Market Volatility and the Trend Factor
url: https://www.ml-quant.com/papers/ssrn/4621388/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4621388
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4621388
featured: 2023-11-08
citations: 0
topic: Derivatives & Volatility
---


# Market Volatility and the Trend Factor

The paper explores the link between stock market volatility and trend factor profits, finding that the trend factor performs better after high volatility periods as investors depend more on trend signals.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4621388
- Identifier: SSRN 4621388
- Released: 2023-11-02
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Derivatives & Volatility

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