One day we get VN on my podcast. Had Toby Crabel on. He was great. Gave high praise on my show for VN.
I figured an anti-trend following guy like you would like this thread so far (at the least the stuff that is civil). Many pros and cons discussed...
Fair enough, but bad performance doesn't necessarily imply system problems. I don't know, nor do you the specifics here. And unless JWH...
Your hero is in jail now. He has been arrested 5x in the last 2 years and his trading firm was banned by the Commodity Futures Trading Commission....
Better to ask why he left the building because everyone else didn't leave.
1. Mentioning JWH in isolation doesn't make your point, for you ignore all other TFs. 2. TF is not about trading one market. Only applies to...
Some had computing knowledge in 70s, and it helped their TF trading. Anyone can have automation today. End result of that debate? TF is still just...
No one said you don't need one, but it's just a tool. A rather dumb, precise tool that follows human instruction. Daniel Dennett in his work...
Ah, but who has that perfect crystal ball that allows the timing of the back and forth between trend and flat? Never seen that evidence. If you...
Trend following DDs result from many small losses across many markets adding up to a larger loss or DD. The DD is a direct result of taking many...
If you are talking HFT, options models, very short term, point taken. But TF is not intensive. It's not about the latest and greatest...
Great example of a misunderstanding. David Harding had nice insight on Sharpe confusion:
Instead of penning delusional love notes to your boy, maybe you could PayPal him some $ to get out of jail.
The most successful female trend follower: http://www.cnbc.com/2015/07/15/hedge-queen-leda-braga-at-delivering-alpha-secrets-of-my-success.html
Ep. 371: Alexander Ineichen Interview with Michael Covel on Trend Following Radio. New:...
Computing has assisted trend following traders as far back as the 1970s.
But trend following works nonetheless. Portfolio selection and risk management will carry far greater weight in the long run v. entry/exit...
JWH traded for 30 years and made enough money to buy a baseball team. I am not his agent, just making observations. ML pulling their money in a...
The most successful Turtles were Jerry Parker, Liz Cheval, Paul Rabar, Tom Shanks. In fact, multiple others were more successful than the disgrace...
Separate names with a comma.