Trend Following-Trend Commandments

Understanding Your Relationship to Risk: Rolling the Dice and Loss Aversion:

http://www.michaelcovel.com/2011/10...p-to-risk-rolling-the-dice-and-loss-aversion/

 

Mike, What numbers are you hearing for Dunn, Chesapeake, Graham et. al. for Oct? Thanks.

 

Little bit of a bounce in Nov so far....

http://tinyurl.com/7qq27sw
Newedge CTA Trend Sub-Index
Nov-03ROR† MTD† YTD†
-0.11% 1.06% -7.66%

 

Review: http://www.michaelcovel.com/2011/11/28/review-the-little-book-of-trading/

 

Trend Commandments excerpt: http://www.michaelcovel.com/2011/11/26/games-people-play/

 

Michael, do you have performance statistics for your flagship product? What have your users reported with regard to their profitability after the program?

 

I really like the idea of overlapping noncorellated strategies.

 

New article of mine in DEC SFO Magazine.

 

Three trend following entries:

1. http://www.michaelcovel.com/2011/12/01/there-is-no-way-to-forecast-this/

2. http://www.michaelcovel.com/2011/11/30/this-last-week-has-been-about-as-wild-as-i-have-ever-seen/

3. http://www.michaelcovel.com/2011/11/30/hubris-and-blind-faith-in-their-models/

And while not a trend follower, and while I disagree with his strategy, Ben Stein nails "the take care of self" view accurately here.

 

I don't think he sells a specific fixed strategy that lends itself to standard performance metrics -- but I may be wrong.