Maybe Richard Dennis said it best:
"When in doubt, do half."
Search found 18 matches
- Mon Apr 08, 2013 11:56 am
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33503
- Tue Apr 02, 2013 1:09 pm
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33503
- Tue Apr 02, 2013 12:55 pm
- Forum: Testing and Simulation
- Topic: Trend Following: Profitable Reality or an Illusion doomed to
- Replies: 28
- Views: 33503
- Mon Sep 03, 2012 2:03 pm
- Forum: Testing and Simulation
- Topic: Sharpe > 2.0?
- Replies: 6
- Views: 5661
- Tue Jul 17, 2012 5:43 pm
- Forum: Futures Markets
- Topic: Does Anybody Feel Safe?
- Replies: 34
- Views: 26650
Ok, you've got that Atlas Rating on ZeroHedge... http://www.zerohedge.com/news/first-mfglobal-now-pfg-who-next If you're looking ok there [maybe only accept FCM's from the first 2 pages], then you do this: Assuming your client is hopefully just investing a portion of his/her LNW, say 10% [minimize r...
- Wed May 30, 2012 11:41 am
- Forum: Testing and Simulation
- Topic: How many years in back testing?
- Replies: 3
- Views: 3260
sluggo, what can I say, you are pretty awesome. Easily half of my favorite TBlox Forum posts are ones you've written.sluggo wrote:viewtopic.php?t=6182
- Tue May 29, 2012 1:50 pm
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18672
I think the fund managers are very aware of the call option aspect of what they're asking clients for. Their response, often, if they have a long track record or deep pockets, is to tell you in their marketing materials how much proprietary capital they have. I mean, these are some big numbers, folk...
- Tue May 29, 2012 12:16 pm
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18672
I, for one, have seen a pretty wide set of reactions to LTTF's poor recent performance. Interestingly, many of the CTA's are shifting away from it to at least some degree. Here's my problem with trend following CTA's shifting into more diversified strategies: Are they really built to provide alpha o...
- Fri Mar 09, 2012 11:27 am
- Forum: Testing and Simulation
- Topic: Most of us are using insufficient data for testing
- Replies: 25
- Views: 16511
- Tue Feb 28, 2012 1:46 pm
- Forum: Money Management
- Topic: Avoiding/reducing taxes
- Replies: 8
- Views: 14305
- Tue Feb 07, 2012 3:04 pm
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41845
- Mon Feb 06, 2012 11:30 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41845
No complain Anthony, you know i love you : ) > Your biggest draw down is always in the future. Sluggo does not agree with you Maybe not but that does not influence me or change my mind. Take a look at the new lows reached by Tactical and Chesapeake. As for a low starting capital, take a look at Slu...
- Sat Feb 04, 2012 1:26 pm
- Forum: Market Psychology
- Topic: Wall St Week. With Louis Rukeyser.
- Replies: 1
- Views: 6485
- Thu Feb 02, 2012 4:05 pm
- Forum: Market Psychology
- Topic: Facebook IPO, I just don't "get it"
- Replies: 53
- Views: 62258
- Tue Jan 31, 2012 9:54 am
- Forum: Testing and Simulation
- Topic: Musings on (worthless) Past Performance
- Replies: 83
- Views: 41845
rajivm I dont understand your point - show me a strategy with a long track record of making better returns I dont mean some little fancy short term strategy that has done well for 2 years as we all know where they end up ? Agreed the Rentechs of this World may have found the holy grail - they may h...
- Fri Nov 04, 2011 12:47 pm
- Forum: Testing and Simulation
- Topic: Will somebody please do this research? / has anyone already?
- Replies: 45
- Views: 22907
In an interview in 2000, Jim Simons stated that commodity markets used to trend nicely but don't any more. He was wrong (see gold for a good example). The day human psychology changes and people stop trading based on their emotions, we will have a problem. I don't see that happening any time soon. ...
- Wed Sep 28, 2011 3:33 pm
- Forum: Testing and Simulation
- Topic: Measuring your correlation to professional futures traders
- Replies: 56
- Views: 37591
SURELY 2 TF's with correlation below 50% are not TF 's ? Seems carazy to expect 2 firms who both follow trends in global futures markets to have a correlation of less than 0.5 ? if tehy do something maybe wrong Once again Institutional investors looking for what probably doesnt exist ? looking for ...
- Mon Sep 26, 2011 5:48 pm
- Forum: Testing and Simulation
- Topic: Profit Target exits improve this system's performance
- Replies: 63
- Views: 49438
How do we determine that profit-taking is truly superior to letting profits run? Kind of a crude method follows: I'd say just compare the number of trades in 2 identical systems (one that takes profits; and one that does not). If we're getting better results taking profits and placing something like...