@Chris67
Is the "Lawrence Clarke long term trend followers index" updated regularly anywhere on the internet? A google search didn't help to find anything about this index.
Search found 6 matches
- Mon Sep 27, 2010 12:40 am
- Forum: Testing and Simulation
- Topic: Measuring your correlation to professional futures traders
- Replies: 56
- Views: 36567
- Mon Aug 03, 2009 1:07 pm
- Forum: Stocks
- Topic: Historical NYSE open prices
- Replies: 6
- Views: 9464
- Tue May 27, 2003 4:25 pm
- Forum: Testing and Simulation
- Topic: Improve Risk:Reward by using different time frames?
- Replies: 20
- Views: 31789
- Mon May 05, 2003 4:48 pm
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67627
- Mon May 05, 2003 11:19 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67627
To c.f., Thank you very much for your contribution from April, 29 about limiting risk in correlated positions. I think, you've presented some very interesting test results: Test One – Correlation Limits Return 41.5% MAR 1.57 Max Drawdown 26.50% Test Two – NO Correlation Limits Return 39.1% MAR 1.11 ...
- Mon Apr 28, 2003 12:56 am
- Forum: Testing and Simulation
- Topic: System Diversification
- Replies: 11
- Views: 10435
GEKKO, Could you please tell us, if I understand you correctly: You have retrurned 80% in the first year and after this you are trading now 12 times the number of contracts you have traded at the beginning? This seems to be an enorous increase! Could you say us something about your position sizing? ...