Was it ever an edge?... It seems that their "edge" was mostly marketing aimed at small investors, leverage and huge fees....
Looks like Superfund are downsizing big time:...
That TradingBlox post is not from me but I think the main point is to show that the "prediction power" of an entry signal is less important than...
True risk management is key, but it is "sort of" embedded in Trend Following strategy, ie cut your losses short and let your winners run
mizhael, this is due to the excess kurtosis in the price distribution - the basis for Tend Following - see more on this discussed here:...
Blow-up: see Amaranth, LTCM, Niederhoffer, etc. basically holding positions that go the wrong way and keeping holding until the losses are too big...
Thanks - I'll try to add those - but as you say, its not always easy to find CTA performance reported every month (ie some CTAs only make it...
Ouch indeed... Well, after all, this is not a bad thing since they seem to be fairly dishonest with their fees, etc. Not sure if you caught...
Could it be that there is some confusion between backtesting, out-of-sample testing and paper trading? I personally believe that backtesting...
Have you tried CSI? I only used them for Futures but they are very good.
I would say Trend Following. This is not a surprise that most succesful Managed Futures/CTA funds use Trend Following as a strategy...
Jeff, I would try NinjaTrader for free backtesting or also AmiBroker, excellent and very cheap. I personally use Trading Blox but that would...
makloda, Thanks - I'm also on the TB forum... I was trying to broaden my horizons, but you seem to be right!
Dear Mr Hershey, You seem well versed in the Elite Trader message board rules... Are you sure the latter is what you meant? :confused:
Thank you for asking the question Rodney. I was going to ask exactly the same thing to Mr Jack Hershey???... (Just to be clear, the answer is...
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