https://www.bloomberg.com/news/arti...-exotic-stuff-but-can-they-handle-illiquidity The new wave of exotic trend-following - true alpha or the next fad?
Hi all, Has anyone another source for Korean bond data? The usual Quandl feed i consume https://www.quandl.com/data/KRX/KRD...Year-Bond-Futures-KTB3-December-2018-Contract has not been updated since 25th October.
It looks like that all Korean data has recently not been updated at Quandl: https://www.quandl.com/data/KRX-Korea-Exchange I once had an issue with other data at Quandl with a similar issue (data not being updated). Sending a message to Quandl had it solved rather quickly. You might want to contact them. I use IB as data source.
I just logged on to post the exact same thing, as it took me two weeks to get a response out of them. In any case, hope everyone is managing to survive the difficult TF environment this year. Those relatively smooth looking backtested account curves provide scant comfort when looked at in real time
In case you're asking me: I'm not having a good year this year. And there is not much time left over to have that corrected. Probably I have to consider this year as a lost year and hope for better results in the future.
Hi GAT and others, could you please give me your opinion of Winton's view that the trend following strategy has becoe overcrowded? https://www.winton.com/davids-views...on-turning-away-from-trend-following-risk-net I know this link has been posted here earlier, but I was surprised to see so few responses to such a damning assessment of the strategy from such a credible source. Thanks.
I don't know how to define "recent". Societe Generalle trend index is barely positive in last 5 years. AQR high vol managed futures (15% vol) has not done great either in last 5 years. https://funds.aqr.com/our-funds/alternative-investment-funds/managed-futures-strategy-hv-fund#qmhix