trend following - quo vadis?

Discussion in 'Strategy Building' started by man, Apr 26, 2005.

  1. man

    man

    and i love woody. all these traders, quants, analysts, systemsearchers ... pah!!! CCI ghosts ... hah!

    i need my lithium. honestly speaking i have no idea what lithium is, but i love rubberbird's humor.


    something more serious
    the other day someone asked if markets have changed since all (well, many) trendfollowers are down for the year. i still do not know what to say. i hate to fish for an answer in some marketing pocket. sometimes its too little vola then it is too much, or tooy choppy trends, or none at all, or many trend breaks ... nobody ever asks the same question when people make mean + 2 stv returns in a month, though it is the same story. but, yes, clearly see the rationale. what i trying to say is that a leveraged sharpeRatio 1 game is a choppy ride. period. love it or ... fuck marylin monroe ...
     
    #41     Apr 28, 2005
  2. man

    man

    and let's get rid of spell cchecks ...
     
    #42     Apr 28, 2005
  3. jsp326

    jsp326

    Yep, you made Yahoo Finance's front page!

    I agree with ProfLogic, though. No one can completely ignore price and have any long-term, consistent profitability.

    Woodie probably has good intentions with the free chat room(s), donations to charity, etc. But from what I've read (you can search the archives here for starters), most of his students haven't fared very well.

     
    #43     Apr 28, 2005
  4. mind

    mind

    man

    you think you are funny, don't you ...
     
    #44     Apr 29, 2005
  5. man

    man

    at times. at times.

    other question. dave goodboy, what a name. what a name.

    actually, i think trend followers are the true successors of cowboyship. out there in the struggle, capable of withstanding thunder&storm, (a little lazy), and always a charming joke on the lips for the lady behind the desk ...

    myladies, forget those fancy high frequency kids. true men stand -40 like nothing ...

    peace
     
    #45     Apr 29, 2005
  6. trends lookes great in hindsight....also the painful drawdowns if you fool enough to insist on riding them all the way hurt the soul and limited returns in the long run....

    tell me....making 30% annual returns is great? might as well go to simpler market like stocks...in futures...OF COURSE everyone is AFTER hundreds if not thousand of percent returns annually..and those who do...they are quiet.... :)


    "swing" it baby

    :p
     
    #46     Apr 29, 2005
  7. Hi marketdancer,

    This is a clever juxtaposition: trends & drawdowns. If I recall, nobody has pointed this out yet, this in spite of all those trend and anti-trend threads.

    Trends are as real as drawdowns. Easy to spot and label in hindsight. Great if you could spot and act on them in realtime.

    Most of the TA people are obviously having some difficulty here.

    Be good,
    nononsense
     
    #47     Apr 29, 2005
  8. Trend following just like fundamental trading if done incorrectly will result in drawdowns. That is just common sense.

    Trends are easy to spot & trade in realtime as well, if you track the Market from it's consistencies.

    Most TA's that you associate with might be having a problem but Trend followers that are plugged into the Market consistencies are those individuals, for the most part, that keep quiet. We sit back with a sheepish grin on our faces and just nod our heads at the naysayers.
     
    #48     Apr 29, 2005
  9. Hey ProfLogic,

    You are certainly one of the noisier Trend following individuals. Must be an exception in this category.

    nononsense would love to see you sit back with that sheepish grin on your face. :(

    nononsense
    PS: I'm not at all "associating". Simply love reading them nutty stories in between my trading.
    :)
     
    #49     Apr 29, 2005
  10. I know you are not a naysayer . . . you are a thought provoker.

    And I'm about to get noisier! I applied and received a provisional patent for my Trend Theory by perfectly & objectively flow charting it. You can't flow chart thin air.
     
    #50     Apr 29, 2005