Broadly speaking, when will systematic trading work again?
Posted: 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...
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...