Trend Following Research

I maintain that trend following is nothing but a marketing term for buy/sell and hold/hope and is not suited for anyone who isn't diversified across many asset classes on a global scale. Rodney has aptly illustrated the biases of the trend tribe which makes this style hazardous to all but the hugely capitalized and highly sophisticated macro interpreters.

Regards, surf

Ps who owns/invented the term trend following? Was it Mr Covel?

 

Why don't you go back to your posts on this message board from 2005 and 2006? You claimed the big trendfollowers were bound to deliver sub-standard performance and are "about to go away as they have no edge".

Go back to 2005 and find a list of the top 10 trend CTAs at that point in time. That way you account for survivorship bias. Back in 2005 it should have been guys like Winton, AHL, Transtrend, JWH etc.

Next make a list of the performance of their flagship funds from 2005 - 2011. That way you get a very clear idea of how well or badly trend funds have done in the last 5-6 years.

Why are you too lazy (or incompetent) to do a simple bit of legwork that would prove or falsify your entire thesis?

 

I'm curious: did he hire you and Rodney to help market his product? Have you received $ from him?

 

you'll see, without such idiots ET would be dead boring.


whats cool about reading logical ,rational posts?
with legions of fools posting tons of crap... now thats something! endless wars, fights, thousands of posts.

 

winton, transtrend?
thats totally different league.

10 million to enter.

what is the avg acct balance of ET posters? 1-5k usd.

99.9% of members will never understand the most simple issues about trading.
like optimization, leverage, trade frequency. NEVER.

if you manage 10M account, or 20B fund, now,hell you have to employ some sound methods.

for most ignorant bastards on the internet the only methods available are
strategies which will always LOSE. like 50:1 leverage on forex, naked option writing, daytrading, trading with prop shops, the list is endless.

 

This is exactly why "trend following" is such folly for most.

 

Anyone else have any bets along this line of inquiry?

 

What?? Covel hire me? LMFAO! I'm TF's biggest critic, I don't believe in trend following. You really need to re read this thread and others

 

Best way to generate discussion, which equates to thread views.

 

Trend following has been destroyed as a viable method for the average trader---and you think Covel pays a marketing fee? LOL!