Search found 3 matches
- Sat Apr 19, 2008 4:41 am
- Forum: Testing and Simulation
- Topic: Long term trend following on equities a fool's game?
- Replies: 64
- Views: 52803
Maybe the question should be does LTTF work on liquid stocks (e.g. SPY 500) which perhaps have a much higher correlation with each other than small cap. names. I'm not sure how feasible any system looking at 1400 Canadian names will be. There are only perhaps 200 Canadian names tradable in any size....
- Tue Apr 01, 2008 6:52 am
- Forum: Testing and Simulation
- Topic: Longevity of trend following strategies (futures)
- Replies: 2
- Views: 2993
- Sun Mar 30, 2008 7:58 am
- Forum: Testing and Simulation
- Topic: Longevity of trend following strategies (futures)
- Replies: 2
- Views: 2993
Longevity of trend following strategies (futures)
Hello to all, Having been a lurker on this forum for a while, I finally decided to sign up to and start making some (hopefully) useful contributions. So here goes. I've implemented and backtested a number of the strategies described on this forum and to my surprise discovered that performance hasn't...