Just a curious question for all the trend followers out there. What are the most significant changes or rules that you have introduced to a trend...
You will always find examples of how traders double or triple their money in a matter of weeks or months. But strangely, they never become rich...
I use Udemy a lot and it is a good place to start. Typically, Udemy courses don't deep dive into the fine details. But it will get you to learn...
I think I was lucky to start with Excel VBA as it is a really easy language to learn. All my back-test data is in Excel format so there is no need...
The current strategy we have trades 33 markets including softs, metals, energy, currencies, rates, and equity indices. We will add more markets...
47% is the max drawdown ever recorded for a 30 year backtest. If i look at hedge funds that can manage 25% CAGR but with a lower max drawdown,...
Thanks a lot GAT. This is good stuff. 1. Limiting leverage when volatility gets unusually low seems like a really good idea. My current system...
Hey GAT, could you maybe offer some advice on what are the most important elements of risk management at places like AHL? I am also wondering...
After doing some searching around for ways to reduce drawdowns, I am leaning towards methods that DONT require adding more rules to the system or...
It seems to me that doing this will inevitably reduce returns. I must admit I am very unwilling to reduce drawdowns at the expense of returns. We...
Thanks for sharing GAT. Your experience with AHL and systematic strategies certainly will be very helpful. I see you have published a book too, I...
Generally, the systems generating lower returns also came with smaller drawdowns. At 18% CAGR, maxDD is 30% AvgDD is 6%. So its a conscious...
Agree. It seems most investors are obsessed with short term performance these days. Tough world for trend followers given the poor performance...
Really appreciate all the comments here. I have explored ways to cut drawdowns and volatility and the most common methods I have come across...
Exactly! That is why I am actually looking to finally trade my trend following strategy live. My back tests show that these deep drawdowns in...
I would like to take a statistical perspective. 1) The more trades your back-test executed, the more realiable is your backtested results. 2) The...
Hi everyone, I have been studying and back-testing trend following strategies for a couple of years and is about to go live after much research,...
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