Interesting analysis
SPY: Does Trend Following Work? http://m.seekingalpha.com/article/2462295?source=ansh
Search found 6 matches
- Mon Sep 01, 2014 12:32 pm
- Forum: Trend Indicators and Signals
- Topic: Trend Following risk factors versus buy and hold
- Replies: 1
- Views: 6595
- Tue Apr 08, 2014 3:59 pm
- Forum: Data Providers and other non testing software
- Topic: Rewriting trading software for multicore hardware technology
- Replies: 0
- Views: 16721
- Wed Aug 25, 2010 12:09 pm
- Forum: Testing and Simulation
- Topic: contango/backwardation
- Replies: 16
- Views: 15799
- Thu Aug 12, 2010 4:24 pm
- Forum: Testing and Simulation
- Topic: contango/backwardation
- Replies: 16
- Views: 15799
Long-only commodity ETFS have been underperformers relative to the underlying due to cantango/backwardation. This new long-only ETF in taking an active approach to dealing with this source of underperformance. Also includes link to the Gorton and Rouwenhorst article cited above. Any thoughts? http:/...
- Sun Mar 14, 2010 4:12 pm
- Forum: Data Providers and other non testing software
- Topic: CSI Stock Data: Reliability of Start Dates?
- Replies: 20
- Views: 26292
- Sat Mar 13, 2010 11:14 pm
- Forum: Testing and Simulation
- Topic: Any profitable users of TB?
- Replies: 18
- Views: 12952
Very timely discussion as I have also been researching backtesting engines. I've traded only stocks in the past and still enjoy the top down analysis it takes to filter out trending sectors, industries and ultimately stocks. In this process I largely depend on relative strength and some form or a de...