  Trend following and momentum investing are common strategies employed by
asset managers. Even though they can be helpful in the proper situations, they
are limited in the sense that they work just by looking at past, as if we were
driving with our focus on the rearview mirror. In this paper, we advocate for
the use of Artificial Intelligence and Machine Learning techniques to predict
future market trends. These predictions, when done properly, can improve the
performance of asset managers by increasing returns and reducing drawdowns.
