Search found 343 matches
- Thu Nov 22, 2012 12:54 am
- Forum: Money Management
- Topic: Shutting down our small fund
- Replies: 43
- Views: 44821
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...
- Sat Nov 17, 2012 12:56 pm
- Forum: Money Management
- Topic: Shutting down our small fund
- Replies: 43
- Views: 44821
- Mon Nov 05, 2012 2:47 am
- Forum: Testing and Simulation
- Topic: Trend Follower Performance Data
- Replies: 16
- Views: 13275
- Mon Oct 29, 2012 4:22 am
- Forum: Testing and Simulation
- Topic: The last 7 years have been rough for LTTF
- Replies: 18
- Views: 13988
- Mon Oct 29, 2012 4:20 am
- Forum: Testing and Simulation
- Topic: The last 7 years have been rough for LTTF
- Replies: 18
- Views: 13988
- Mon Oct 08, 2012 1:51 am
- Forum: Testing and Simulation
- Topic: Curve Fitting or appropriate market selection
- Replies: 15
- Views: 13976
- Tue Sep 18, 2012 2:04 pm
- Forum: Futures Markets
- Topic: Azuki beans
- Replies: 5
- Views: 6198
- Wed Sep 12, 2012 2:57 am
- Forum: Futures Markets
- Topic: Guar gum
- Replies: 12
- Views: 11167
- Fri Aug 17, 2012 1:32 pm
- Forum: Futures Markets
- Topic: Tokyo Silver
- Replies: 2
- Views: 3773
- Thu Aug 16, 2012 3:48 am
- Forum: Testing and Simulation
- Topic: Stupid question on money manager block:
- Replies: 3
- Views: 3424
- Thu Aug 16, 2012 3:47 am
- Forum: Testing and Simulation
- Topic: Drawdown Reduction Threshold
- Replies: 11
- Views: 7250
- Sun Aug 12, 2012 10:32 am
- Forum: Money Management
- Topic: Two, three brokers ok, but...
- Replies: 2
- Views: 5999
i use 4 brokers - wheres the problem ? surely you know what position you have on with what broker - you simply keep a record of it (have your bac office let you know) or split markets up into groups and trade certain groups with certain brokers etc With 4 brokers and 4 banks holding my cash I still ...
- Sun Aug 12, 2012 10:24 am
- Forum: Testing and Simulation
- Topic: Drawdown Reduction Threshold
- Replies: 11
- Views: 7250
- Tue Jul 24, 2012 9:20 am
- Forum: Money Management
- Topic: Please recommend trend following funds for small investors
- Replies: 4
- Views: 7963
- Thu Jun 21, 2012 2:33 am
- Forum: Testing and Simulation
- Topic: Fuzzy logic trend filter
- Replies: 7
- Views: 4877
YES But that misses the pint somewhat .. markets are mean reverting until they arent and they are persistently trending till they aint ! bit like teh old correlation argument .. no level of maths can tell you when correlation is about to change I think the case in point with Clarke Capital is an int...
- Fri Jun 15, 2012 5:06 am
- Forum: Testing and Simulation
- Topic: Fine Lines - 2012 success or not
- Replies: 0
- Views: 2100
Fine Lines - 2012 success or not
This post is a bit of a folloow on to AFJ's interesting 80 Day BBO Post It is quite incredible just what a fine line there is between a home run and a nasty draw down and it shows that over any given time period luck plays a heavy constituent in TF - A note that investors in TF should take head of I...
- Wed Jun 13, 2012 2:24 am
- Forum: Testing and Simulation
- Topic: The Mirage
- Replies: 37
- Views: 22039
BUT THEN AGAIN - Maybe as more instruments come on line the draw downs should get smaller ? that is one theory and a theory that many large TF's trade on such as Bluetrend who trade a whopping 200+ instruments - the smoothing effect ? However correlation changes as we all know and that can have dram...
- Wed Jun 06, 2012 10:29 am
- Forum: Testing and Simulation
- Topic: Blood on the streets...
- Replies: 25
- Views: 18634
I lost in May !! Partly my own fault for reducing risk slightly before it all soared and then we use very L/T systems which have taken longer to get short everything - now its bouncing a bit obvioulsy Interesting that from some of the TF performances in May its fairly obvious to see they havent real...
- Fri Jun 01, 2012 9:56 am
- Forum: Money Management
- Topic: Advanced money mgmt techniques?
- Replies: 15
- Views: 20020
John Thanks - I have no problem with peeps being argumentative - I like it and wish we saw more of it !!! Yes I guess im just saying if i can tune it down to one sentence - that anything thats been backtested in teh last 30 years doesnt apply right here today because if we get QE3 I think we will se...
- Fri Jun 01, 2012 4:50 am
- Forum: Money Management
- Topic: Advanced money mgmt techniques?
- Replies: 15
- Views: 20020
John Doe Im not predicting teh direction of the market but if you cannot see what is going on and what is about to happen then Im sorry - I have no idea where markets are going but I have been able to realise that the markets are maniuplated and are not free to move as they have for the last 40 or s...