Trend Following Wizards: main CTA funds in the red in 2009!

Discussion in 'Strategy Building' started by JezLiberty, Jan 18, 2010.

  1. follow- because if you are a big AUM trend follower, you'd only risk 1-3% of your capital on each uncorrelated trade, so you'd only have 3 trades to execute in 2009.
     
    #11     Jan 19, 2010
  2. You make a good point - though I don't think they'd risk anywhere near 3% per trade, probably closer to 1%.

    How many uncorrelated trades/trends were there in 2008?
     
    #12     Jan 19, 2010
  3. In http://www.iasg.com
    Can you find some Trend Programs which had good performance in 2009 ?
     
    #13     Jan 19, 2010
  4. 007Arb

    007Arb

    This thread is a bit of a surprise to me also. I have been trading since 1966 and haven't seen a year ( since early March) where the trends and returns were everywhere - from domestic to international. And the mutual fund industry had their best returns since 1958! I had my best year ever too, not because I was smart or lucky but because I simply followed the trend.
     
    #14     Jan 19, 2010