Trend Following-Trend Commandments

Discussion in 'Events' started by Trend Following, Jun 22, 2011.

  1. Trend Following

    Trend Following Sponsor

    #601     Dec 30, 2012
  2. Trend Following

    Trend Following Sponsor

    #602     Jan 5, 2013
  3. Trend Following

    Trend Following Sponsor

    #603     Jan 13, 2013
  4. "Of particular interest are strategies with intraday to several days holding periods, with Sharpe 2+, single digits drawdowns and significant, 7 figures + trading capacity. "

    I have an SPY trend system that can do most of this. Sharpe is only .4 over the past 6 years but it averaged 43% annually. 2012 was the first year out of sample.

    Glassy smooth equity curve is a huge constraint.
     
    #604     Jan 13, 2013
  5. Trend Following

    Trend Following Sponsor

    #605     Jan 17, 2013
  6. Trend Following

    Trend Following Sponsor

    #606     Jan 24, 2013
  7. Trend Following

    Trend Following Sponsor

    #607     Jan 25, 2013
  8. tomwatson

    tomwatson

    definetly a best post.......if i m dere i will see.
     
    #608     Feb 1, 2013
  9. Latest intel: Dunn up 17% in February.
     
    #609     Mar 1, 2013
  10. Trend Following

    Trend Following Sponsor

    #610     Mar 1, 2013