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.
John Henry closed
Chesapeake virtually closed
Cantab down 30% ytd
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...
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.
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