Recent Content by SysVolTrader

  1. Is trend following/momentum a mirror image of Mean Reversion?

    For stocks, there is some mean-reversion in the one-month horizon, some momentum in the one-year horizon, and then mean-reversion again in the...
    Post by: SysVolTrader, Aug 21, 2020 in forum: Strategy Building

  2. What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    There is a paper about this here: http://www.neuronadvisers.com/Documents/Is%20Trend%20Following%20Broken
    Post by: SysVolTrader, Oct 15, 2018 in forum: Professional Trading

  3. Fully automated futures trading

    How do you control your maximum loss trading a position which is 100 times larger? What would this loss be if markets dropped/increased by 20% on...
    Post by: SysVolTrader, Oct 15, 2018 in forum: Journals

  4. I always seem to sell too early.

    Make some trading rules, backtest them, and then stick to them!
    Post by: SysVolTrader, Jan 28, 2018 in forum: Trading

  5. The Quest to find 15 uncorrelated asset classes

    If you find many uncorrelated assets, it makes sense to use an approach like the "most diversified portfolio":...
    Post by: SysVolTrader, Jan 27, 2018 in forum: Risk Management

  6. What's better, systematic or discretionary?

    Systematic is easier to backtest. This is important to evaluate risk.
    Post by: SysVolTrader, Dec 17, 2017 in forum: Trading

  7. CME serial month options

    Thanks for the info. This is for ES options, right? What about FX options?
    Post by: SysVolTrader, Dec 29, 2016 in forum: Options

  8. CME serial month options

    Hello all, Does anyone know why CME has stopped listing FX and ES monthly serial options (Jan, Feb, Apr, May, Jul, Aug, Oct, Nov)? Where most...
    Thread by: SysVolTrader, Dec 29, 2016, 4 replies, in forum: Options