Broadly speaking, when will systematic trading work again?

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rdh2f
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Joined: Mon Aug 16, 2004 5:24 pm

Broadly speaking, when will systematic trading work again?

Post by rdh2f » Wed Sep 25, 2013 2:55 pm

TF/Systematic trading hasn't "consistently" worked for 5yrs now. Funds are closing, massive losses are being taken and the biggest and the best struggling.

Clive closed
John Henry closed
Chesapeake virtually closed
Cantab down 30% ytd

others:
http://www.automated-trading-system.com ... -august-2/

All these returns are "unprecedented" in even a 50yr backtest... I'm sure there are some outliers but predominately actual rules based trading outside of those with a long equity bias have struggled mightily.

Have central bank manipulations, high frequency theft and an over crowded space rendered the broadly speaking process ineffective until these influences abate?

Welcome a broad discussion and/or vent because losing money blows...

rdh2f
Roundtable Fellow
Roundtable Fellow
Posts: 73
Joined: Mon Aug 16, 2004 5:24 pm

Post by rdh2f » Wed Sep 25, 2013 3:43 pm

Sorry this discussion has already been had, although not exhaustive

viewtopic.php?t=10050&highlight=

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