Traders' Roundtable

Helloooooooooooooo

Not sure if the old crowd are still around so much now or if this will get read but seems an excellent time to pull up 10 years of out of sample data ?
seems to me the period (somewhere around) 2010 - present have been ok for some with the vast majority of TF's out there (the big ...

Extremely kind of you to reply and extremely useful information for which I am very grateful - thank you !
p.s hope you are well !!
15 years since started using TB now - doesn't seem real - i think I've spent more time with TB in 15 years than my partner ... it should come with a warning
best
c

Be extremely grateful if anyone could assist ?

Simple query - did my usual - spend hours on forum looking for answer but didnt "really " get what i needed

I want to exit on close on last day of month
obviously lastdayofmonth isnt recognised unless 1- i guess ? thats what ive sort of picked up ...

Have PM'd you

Best
Chris

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 ...

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 ...

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 ...

no the whole team I believe - whatever happened wasn't good

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 % ?

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 ...

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

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 ...

my answer incidentally = QE

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 ...

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

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

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

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 ...

no one can make you believe anything - unless you live in the land of make believe ?

yeah it is - shame Jon Henry and one or two others never tried it