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?
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.
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
Apparently trend followers are absolutely crushing it....again in October. JWH is having an insane year...up 70%..... I wonder what my man marketsurfer thinks of them now? http://bostonherald.com/business/general/view.bg?articleid=1127492