Any trendfollowers

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
LeviF
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Re: Any trendfollowers

Post by LeviF » Tue Jan 29, 2019 6:56 pm

Wow, some blasts-from-the-past in here. Nice to hear something from you all.

It looks like I just passed the 15 yr anniversary of my joining the forum - beers on me.

Chelonia
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Re: Any trendfollowers

Post by Chelonia » Thu Jan 31, 2019 2:54 pm

sluggo wrote:
Thu Jan 24, 2019 9:06 pm
Three of the futures money managers to whom I allocated money, closed shop recently, and returned my remaining account balance. I don't know whether they were "true trendfollowers" or not. However I do know that their real-money, multi-year underperformance seems to have told them: find a new line of work.
I´m somewhat surpirsed you don´t manage your own funds Sluggo?! Or maybe you do and, to diversify, blend some CTA´s with a low correlation to your own strategy. Either way, I´m open for business :wink:
Last edited by Chelonia on Thu Jan 31, 2019 3:07 pm, edited 1 time in total.

Chelonia
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Re: Any trendfollowers

Post by Chelonia » Thu Jan 31, 2019 3:06 pm

Happy to report that I landed a new large managed account and be able to continue my track record. Didn´t miss much in January, system shows -1.6%. Preparing the infra-structure, and should be good to go next week, all being well.

“ It’s not the strongest of the species that survives, nor the most intelligent. It is the one that is most adaptable to change. “
Charles Darwin
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Chelonia
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Re: Any trendfollowers

Post by Chelonia » Thu Jan 31, 2019 3:09 pm

LeviF wrote:
Tue Jan 29, 2019 6:56 pm
Wow, some blasts-from-the-past in here. Nice to hear something from you all.

It looks like I just passed the 15 yr anniversary of my joining the forum - beers on me.
LeviF, long time no see buddy. Yes, indeed, who would have thought. Hope your alright. Cheers!

AFJ Garner
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Re: Any trendfollowers

Post by AFJ Garner » Wed Feb 13, 2019 1:30 pm

What a great delight to see some activity here. Pity the market is not more conducive to celebration. As most of you have seen, Winton has greatly cut back on TF and is not recommending it to clients.

I have been marginally active, from time to time on the Quantopian platform but it is a depressing place after the old days at Trading Blox. I also believe that they are doomed to fail - eventually.

I have been programming what they say they want but there are SO many parameters their whole concept is, to my way of thinking, bound to mess up. Neutral every damned thing under the sun and then gearing up the tiny residual return to achieve what Big Steve Cohen requires. Literally dozens and dozens of parameters.

Its a far cry from Trend Following and my feeling is that their methods are all "sound and fury signifying nothing". It is my bet that if you revisited the vastly complex Quantopian approach in 10, 20 and 50 years hence and compared it to a simple stock bond re-balancing approach you would highly probably have done better with the latter.

So if any of you have any other bright ideas I'm bored and willing to play!

Chelonia
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Re: Any trendfollowers

Post by Chelonia » Sat Aug 24, 2019 4:12 am

TF back from the dead ..... again! Hows things now for all of you?!

sethd
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Re: Any trendfollowers

Post by sethd » Fri Aug 30, 2019 12:22 pm

I'm still grinding away. It hasn't been fun but conditions seem to be improving!

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