I could have used any example to demonstrate that it should be possible to use simple systematic trading to achieve a better risk adjusted return...
Apple: Have you Held Since the IPO? If you had bought shares in the IPO of Apple at the IPO price of $22 in 1980 ($2.44 adjusted for corporate...
I have continued to work on the question of changing volatility in the futures markets over time, for the purposes of attempting to build...
You might want to look at Eric Crittenden's paper "Does Trend Following Work on Stocks". Don't back test the current constituents of the S&P...
Probably not the right place to enter into that sort of discussion. See this thread which states very clearly my position on the need for...
What makes you think its complex? Trend followers will profit where trends are of sufficient quantity, duration and magnitude to make up for the...
Say hello to dear little Noddy! Give him a merry wave please as he toddles by in his little red and yellow car on his way to meet Biggy Ears in...
Yes. Even in a strong Bull or Bear market, it seems a bit unlikely to me that the daily closing prices of a particular index or instrument...
In his interesting article âThe Main Cause of Failure of Some Popular Technical Trading Methodsâ Michael Harris says: âIndicator based...
There is precious little agreement in academia as to almost any aspect of markets. There is no need to list or re-iterate the many views out...
In his interesting research paper âWhere are the Trends?â Martin Estlander seeks an answer as to why his trend program is in the worst...
Separate names with a comma.