Best momentum/trend following strategy/strategies book/article/research paper in market?

Discussion in 'Trading' started by GloriaBrown, Jul 18, 2016.

  1. %%
    Sounds wise to me, mark them, color them.....;
    paper charts-they last so much longer than computer screen charts-10 year , 1 year all the charts you can print, especially one year candlecharts, 10 year monthly.....
     
    #21     Jul 20, 2016
  2. No idea what do you try to express
     
    #22     Jul 22, 2016
    murray t turtle likes this.
  3. %%
    Color them GB;
    plenty of ways to color up a color chart- make 200 day moving average thicker.
    [2] if daily average volume= 100 million, color a straight line, on volume @100 million....................................................................................
     
    #23     Jul 22, 2016
  4. GotherL

    GotherL

    I agree, wouldn't it make it more powerful since more are now following the strategy..
     
    #24     Jul 22, 2016
  5. gkishot

    gkishot

    It should not have any affect in my view, especially in the futures markets.
     
    #25     Jul 23, 2016
  6. So is it momentum or trendfollowing?Or books?... and papers?...
     
    #26     Jul 23, 2016
  7. shodson

    shodson

    If you're looking for a book on trend following my favorite is Andres Clenow's "Following the Trend" from 2012


    http://amzn.to/2a50wJj

    He reverse-engineers CTA returns and determines most trend-following CTAs are using the same trend following rules, they just allocate across asset classes differently. He gives details of these trend-following strategies that are simple and easy to duplicate yourself.

    One of the best parts of the book are the chapters where he goes through month-by-month returns following this strategy over several years of history, and the challenges managing client money using the strategy, even though it is long-term profitable. It's very helpful in preparing you for some of the decisions you will have to make when trading systematically that you may not be prepared for otherwise.
     
    #27     Jul 23, 2016
  8. COT strategy?
     
    #28     Jul 23, 2016
  9. shodson

    shodson

    No, it's an x-day hi/low breakout strategy, filtered by a bullish/bearish regime as defined my two moving averages (fast > slow = bullish, fast < slow = bearish), and an x-multiple ATR trailing stop. See the book for details since I read the book years ago and don't remember all of them.
     
    #29     Jul 23, 2016
    fordewind likes this.
  10. Trying to help GB is a waste of time. I too made that mistake before realizing GB (and under many other aliases) is just looking for someone to provide the answer to quick easy money without any effort on GB's part. Years ago I said that would lead to nothing, and it obviously has!!
    And while many of you may have burst your zippers thinking you're talking to some sexy chick, Gloria is admittedly a guy in Hong Kong.
     
    Last edited: Jul 24, 2016
    #30     Jul 24, 2016
    lawrence-lugar likes this.