Flat line of trading systems since QE

Discussion in 'Strategy Building' started by wolftrader1, Mar 3, 2013.

  1. Random entries coupled with trend following exits work and can make money. Trends have been largely absent as a whole over the last two years - or rather, prices have moved but much less cleanly. I have posted a number of studies of random entries recently at my website and also a quantitative explanation for why trends have been so hard to follow these past two years.
     
    #11     Mar 8, 2013
  2. with this amount of money to be put to work and to get results there can not be that many trend following strategies.
    Good money mgmt is the key.
    They are in the markets at all times-this is obvious,just how they deal with stop losses is the secret sauce.IMHO
     
    #12     Mar 9, 2013
  3. There are NOT many trend following strategies. Quite agreed. It is a simple business. There have not been many trends over the past couple of years which, in aggregate, have been easy to capture. Too much on/off, too much noise. Clean long term trends will re-emerge.

    Buy and Hold of Index Trackers is the ultimate trend following concept, despite the derision heaped on the strategy by some. Trend following can not cease to work in some shape or another
     
    #13     Mar 9, 2013