Search found 340 matches

by Chris67
Tue Jun 05, 2018 3:10 pm
Forum: Testing and Simulation
Topic: Any trendfollowers
Replies: 7
Views: 1775

Re: Any trendfollowers

Good to see this post ! Used to love being on here 10 years ago as lots of comments but all gone quiet now as probably poor performance put so many off I am still avidly following the trends - 2014 a great year and 2 years either side of that were rubbish. I still honestly believe we will see a blow...
by Chris67
Tue Sep 26, 2017 11:12 am
Forum: Forex
Topic: Important Genuine Request
Replies: 0
Views: 2163

Important Genuine Request

Have been a member of the forum for more than 12 years I believe and I’m sure management will vouch for the fact not into posting salesy or bullshitty posts However can I make an urgent request that anyone who has traded FX electronically with any of the big NYC banks in the last 7 or 8 years [ can ...
by Chris67
Sat Feb 25, 2017 2:54 am
Forum: Forex
Topic: Cash FX Trading
Replies: 0
Views: 819

Cash FX Trading

If anyone on the forum is a fund / large professional business with plenty of exposure of trading FX with U.S banks over the last 10 years then they may well want to get in touch with me and i would be extremely interested to talk to you for very beneficial reasons [ for you] either p.m me or email ...
by Chris67
Tue Nov 24, 2015 4:26 am
Forum: Forex
Topic: Shorting options in FX
Replies: 5
Views: 9713

Re: Shorting options in FX

no the whole team I believe - whatever happened wasn't good
by Chris67
Mon Aug 31, 2015 3:52 am
Forum: Testing and Simulation
Topic: Trend Following Without Rates?
Replies: 7
Views: 4948

Re: Trend Following Without Rates?

have you recalculated your thoughts based on rates can only go to zero ? gven Euribor trades above 100 and U.S rates are probably on their way to minus 3 % ?
by Chris67
Thu Jun 04, 2015 6:57 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 20382

Re: Trend Following: Profitable Reality or an Illusion doomed to

2011-2013 was extremely tough - dare i say the worst period in history fo rmany that saw many long established trend following funds fall by the wayside 2014 was a blow away year - we recorded about 45% 2015 is pretty flat to date I think the only conclusion you can reach is nothing ever really chan...
by Chris67
Wed Sep 04, 2013 1:02 pm
Forum: Testing and Simulation
Topic: Important - Know when to break the rules
Replies: 5
Views: 4460

Sluggo
We got that covered dont worry !!!

I think many systems is the answer and once again a pure understanding that 30-50 years of data is simply not enough !
Having said that 30-50 years puts us ahead of most for sure
by Chris67
Wed Sep 04, 2013 7:37 am
Forum: Testing and Simulation
Topic: Important - Know when to break the rules
Replies: 5
Views: 4460

Important - Know when to break the rules

I think one of the problems I suffered with over the years [ apart from all the rest yes I know] is I have been relatively stubborn in my marriage to some of "those rules" you just dont break as a trend followr / systematic trader. One of those rules is sticking to your system when times get tough -...
by Chris67
Wed Aug 21, 2013 11:59 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 24347

my answer incidentally = QE
by Chris67
Wed Aug 21, 2013 11:54 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 24347

Thank you Sluggo I feel a re-ignition of the old days coming on - good posts on trading blox forum and lots of good input Here's a question for you then [ all] You test a system [ TMA] over 20 years of sample data = excellent you test in on 3 in years out of sample data = excellent You live trade it...
by Chris67
Wed Aug 21, 2013 8:01 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 24347

i run it on 100 markets
next day moo orders

problems are that what pisses me off about a lot of systems is that if use xyz as teh 3 moving averages you may blow up
if you use x, y and z+10 you maybe teh best fund manager in history

Its a fine line
Maybe not that robust ?

C
by Chris67
Mon Aug 19, 2013 8:43 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 24347

yes i do
although i disclaimer that with the fact that although having made a decent amount fo money in the real World using the TMA that - like many medium term systems- that particular TMA is in a hugely deep draw down - yes thats a huge concern I know
C
by Chris67
Mon Jun 17, 2013 3:12 am
Forum: Testing and Simulation
Topic: Seasonality
Replies: 4
Views: 3131

this season is called trend following doesnt work anymore and at present its 3 years long - hopefully at some point in the next decade markets may become normal again
by Chris67
Sat Apr 06, 2013 1:13 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 20382

Personally I think its glaringly obvious what has changed - AND i seem to recall Bill Gross and George Soros saying the same thing in the last 3 days ? Market intervention to hold markets at superficial levels where they should not be where supply and demand [ x-government/ central banks] is now not...
by Chris67
Mon Nov 26, 2012 2:15 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 21590

no one can make you believe anything - unless you live in the land of make believe ?
by Chris67
Fri Nov 23, 2012 5:30 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 21590

yeah it is - shame Jon Henry and one or two others never tried it
by Chris67
Thu Nov 22, 2012 1:00 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 21590

chuck b - great comment by teh way - i share those thoughts entirely - there seems to be a great sense of "the original turtle system is dead" on this forum How could you possibly know that - it may prove to be the greatest system ever invented when traders sitting in their offices in 2190 look back...
by Chris67
Thu Nov 22, 2012 12:54 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 21590

Ok here's a spanner in teh works - Id like to say Im playing Devil's advocate but it really is what Im seeing Take a simple donchian B/O system i.e. a number of days break out >100 run it for 30 years on 100 markets look at teh results Is there really a problem ? seems to me the equity curve looks v...
by Chris67
Sat Nov 17, 2012 12:56 pm
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 21590

chuck b - I think that is an excellent summation - brilliant

C
by Chris67
Mon Nov 05, 2012 2:47 am
Forum: Testing and Simulation
Topic: Trend Follower Performance Data
Replies: 16
Views: 6603

I do my monthly index too - let me know via a PM if you'd like to be put on the distribution list - its an index of about 30 TF's going back 30 years compared to various other indexes

Performance for Oct is looking horrendous - plenty of double digit losses out there for TF's

Oh Boy