Search found 339 matches

by Chris67
Tue Sep 26, 2017 11:12 am
Forum: Forex
Topic: Important Genuine Request
Replies: 0
Views: 353

Important Genuine Request

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 ...
by Chris67
Sat Feb 25, 2017 2:54 am
Forum: Forex
Topic: Cash FX Trading
Replies: 0
Views: 298

Cash FX Trading

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 ...
by Chris67
Tue Nov 24, 2015 4:26 am
Forum: Forex
Topic: Shorting options in FX
Replies: 5
Views: 9276

Re: Shorting options in FX

no the whole team I believe - whatever happened wasn't good
by Chris67
Mon Aug 31, 2015 3:52 am
Forum: Testing and Simulation
Topic: Trend Following Without Rates?
Replies: 7
Views: 4263

Re: Trend Following Without Rates?

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 % ?
by Chris67
Thu Jun 04, 2015 6:57 am
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18352

Re: Trend Following: Profitable Reality or an Illusion doomed to

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 chan...
by Chris67
Wed Sep 04, 2013 1:02 pm
Forum: Testing and Simulation
Topic: Important - Know when to break the rules
Replies: 5
Views: 4248

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
by Chris67
Wed Sep 04, 2013 7:37 am
Forum: Testing and Simulation
Topic: Important - Know when to break the rules
Replies: 5
Views: 4248

Important - Know when to break the rules

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 -...
by Chris67
Wed Aug 21, 2013 11:59 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 22214

my answer incidentally = QE
by Chris67
Wed Aug 21, 2013 11:54 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 22214

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 trade it...
by Chris67
Wed Aug 21, 2013 8:01 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 22214

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
by Chris67
Mon Aug 19, 2013 8:43 am
Forum: Testing and Simulation
Topic: Triple Moving Average Experience
Replies: 36
Views: 22214

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
by Chris67
Mon Jun 17, 2013 3:12 am
Forum: Testing and Simulation
Topic: Seasonality
Replies: 4
Views: 2942

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
by Chris67
Sat Apr 06, 2013 1:13 pm
Forum: Testing and Simulation
Topic: Trend Following: Profitable Reality or an Illusion doomed to
Replies: 28
Views: 18352

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 not...
by Chris67
Mon Nov 26, 2012 2:15 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 19205

no one can make you believe anything - unless you live in the land of make believe ?
by Chris67
Fri Nov 23, 2012 5:30 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 19205

yeah it is - shame Jon Henry and one or two others never tried it
by Chris67
Thu Nov 22, 2012 1:00 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 19205

chuck b - great comment by teh way - i share those thoughts entirely - there seems to be a great sense of "the original turtle system is dead" on this forum How could you possibly know that - it may prove to be the greatest system ever invented when traders sitting in their offices in 2190 look back...
by Chris67
Thu Nov 22, 2012 12:54 am
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 19205

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...
by Chris67
Sat Nov 17, 2012 12:56 pm
Forum: Money Management
Topic: Shutting down our small fund
Replies: 43
Views: 19205

chuck b - I think that is an excellent summation - brilliant

C
by Chris67
Mon Nov 05, 2012 2:47 am
Forum: Testing and Simulation
Topic: Trend Follower Performance Data
Replies: 16
Views: 5915

I do my monthly index too - let me know via a PM if you'd like to be put on the distribution list - its an index of about 30 TF's going back 30 years compared to various other indexes

Performance for Oct is looking horrendous - plenty of double digit losses out there for TF's

Oh Boy
by Chris67
Mon Oct 29, 2012 4:22 am
Forum: Testing and Simulation
Topic: The last 7 years have been rough for LTTF
Replies: 18
Views: 7019

p.s Anthony - even if you backtested over 30 years the most optimised system you can find and start with 10 milion usd you wont come anywhere close to the current level of Global Debt hehe