Trend Followers Performance for 2008

Discussion in 'Strategy Development' started by VoodooMMI, Oct 25, 2008.

  1. How are the famous trend following money managers performing this year? There have been some big moves which I think would play into their hands. But volatility has been very high which could whipsaw them a lot. Anybody have any feel or official performance numbers?
     
  2. EPrado

    EPrado

    Dunn and JWH are both having very good years.

    JWH 's main fund is up 48 % ytd as of Sept 30. I would imagine they are crushing it in Oct as well.

    Dunn's systems are all up 13 to 49 % ytd as of Sept 30.

    These guys thrive in markets like this.
     
  3. MGJ

    MGJ

    Since the ET membership appears to consist of many more stock traders than futures traders, perhaps trend following money managers who trade stocks are of even greater interest. One example is the hedge fund group called Blackstar, whose performance you can look up in those expensive hedge fund databases that most ETers subscribe to. Here's Blackstar's explanation of their trend following methodology

    http://www.blackstarfunds.com/files/Does_trendfollowing_work_on_stocks.pdf
     
  4. EPrado

    EPrado