Off the Grid wrote:
Still long
AQR does not do classic CTA trend following, but they are very aware of the method, and make use of it (based on my interactions).
Indeed AQR has a group doing CTA trend stuff but it is not the bread and butter at the firm level. The most famous trend examples would be Winton, Bluetrend (which you noted), AHL [part of Man group] (losing their shirts).
Unfortunately i am also still long but at reduced risk. I am also short EUR at around 1.295 and just went long AUD/JPY at 79.75 (against my better judgement but could not resist).
Good luck.