Rod, Thanks for the links - Covel's sites are usually the "go-to" place to get preliminary info indeed... I did a quick lookaround but could not easily find where they report their performance (I ususally check iasg or AutumnGold and they did not seem to have it) while Graham Capital website requires a registration. Can you let me know if you have a practical link for their performance update please? As as side note I have created a special RSS feed/email subscription from my blog solely for the Trend Following Wizards reporting (if you can't be bothere with the rest of the posts): RSS: http://feeds.feedburner.com/trend-following-wizards-performance Email subscription:http://feedburner.google.com/fb/a/mailverify?uri=trend-following-wizards-performance&loc=en_US
That's a good question, and I don't have an immediate answer. They report to the standard industry publications, but those cost $. BTW Barrons covers many of the trendfollowers in their table - http://online.barrons.com/public/pa..._dec-commoditytradersadvisorsperformance.html
yep that about sums up my approach to trading ___________________________________________________- You could even enter in a random direction, we tested it. If you just let your few winners run and cut your losing positions fast then you would have made money historically". I believe it was in one of his interviews somewhere. ___________________________________________________ Forget all this t.a. and trying to create the "perfect system".
Quick followup on S'fund re their multi programs - here are some Jan2010/ 12Month perf numbers I saw this afternoon - S'fund Q-AG -10% -33% S'fund GCT -14% -49% S'fund Gold-C -22% -58%
Getting back to the subject of the OP, Cliff Asness - looks like he's finally getting rid of the overpriced Greenwich space he's been burdened with : http://www.greenwichtime.com/business/article/Asness-to-cut-Knight-deal-346166.php
BTW, looking at a mid-month report over the weekend -- looks like the tfollowers are mixed as of 2/15 (after a bad January) -- some of the name-brand funds are up a bit, some down a bit.
A closed trade is a loser only in hindsight. Some like trend following because they look at charts, in hindsight, they see trends
I dont think there can be any worse strategy than trend following. It seems easy so it attracts the retail who fund those who are taking their money. MIke Covil should be getting bonuses from the firms that feed off his book readers who are actually stupid enough to put these tactics to work with real money. They