BUT.... something happened in Turkey over the weekend.... {image}
Diversified Trend Trading Approach
- #2,241
- Oct 9, 2017 4:10am Oct 9, 2017 4:10am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #2,242
- Edited 6:27am Oct 9, 2017 4:22am | Edited 6:27am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
Some interesting articles from Transtrend who know how to get the best from their equity curve. Just note the emphasis on risk management with an absent comment or two made towards profitability.......which is more important to a professional fund manager with an outstanding record of achievement? 
Key Point to Munch on from the Article "Riding the Kurtosis":
Mmmmmmmm. Can't you smell the well intended measures of Central Bank Intervention building up those future fat tails. Do you hear the bank vaults creaking? :-)
- Riding the kurtosis - An eye opener in terms of translating statistics to real complex systems including financial markets and the building industry for example.
- More than 25 years of trend following - Take heed of Transtrend's response to CTA replicators. It is not as simple as it sounds.
- The instability of VaR measures - Interesting discussion on how traditional VaR measures overreact to price shocks leading to exploitable opportunities by virtue of 'real' risk opportunity.
- Potential profitability for trend following systems - Discusses tools that might be confused for predictive modeling when in reality are only useful for performance evaluation.
Key Point to Munch on from the Article "Riding the Kurtosis":
Mmmmmmmm. Can't you smell the well intended measures of Central Bank Intervention building up those future fat tails. Do you hear the bank vaults creaking? :-)
- #2,243
- Oct 9, 2017 5:12am Oct 9, 2017 5:12am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,244
- Edited 7:29am Oct 9, 2017 7:13am | Edited 7:29am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
August 2017 - Trend Following Performance: Is it the End for Trend Followers? Will they be Devoured by Mean Reversion?
The mean reverters only come out at night.....MOSTLY!!!!!
Steady up there soldier...we are here for one mission, to faithfully observe our system. You and I know that it is only a matter of time before we breach their defences....so STFU and take it like a Trend Follower....now bend over!!!!
Ok, so August is just another month of the gruelling grind for the trend following community but like any good cockroach we just hide in the shadows and wait for the upcoming slaughter. As we have been told by trend following spies in this forum...we are witnessing the longest bull run in history and we know that we must suffer the fate of a non-correlated journey of 'nothingness'. Those that experience 'nothingness' are safe however. What you don't want to be experiencing however is a sucking chest wound. Those with a sucking chest wound have to be left behind as any good soldier knows...../tic :-)
.....anyway lads, line up and sound off. It's time to give out a few medals before the night arrives.
Top 3 Performers for the Month of August by Ranking
Top 3 Performers for the 12 Months to August 2017 by Ranking
Top 3 Performers by CAGR (after fees and expenses) for the past 17 Years Plus
....to be continued. Stand Fast men while we wait for a tune to lift the spirits. Sgt Major...let the drums speak!!!!
C
The mean reverters only come out at night.....MOSTLY!!!!!
Inserted Video
Steady up there soldier...we are here for one mission, to faithfully observe our system. You and I know that it is only a matter of time before we breach their defences....so STFU and take it like a Trend Follower....now bend over!!!!
Ok, so August is just another month of the gruelling grind for the trend following community but like any good cockroach we just hide in the shadows and wait for the upcoming slaughter. As we have been told by trend following spies in this forum...we are witnessing the longest bull run in history and we know that we must suffer the fate of a non-correlated journey of 'nothingness'. Those that experience 'nothingness' are safe however. What you don't want to be experiencing however is a sucking chest wound. Those with a sucking chest wound have to be left behind as any good soldier knows...../tic :-)
.....anyway lads, line up and sound off. It's time to give out a few medals before the night arrives.
Top 3 Performers for the Month of August by Ranking
Top 3 Performers for the 12 Months to August 2017 by Ranking
Top 3 Performers by CAGR (after fees and expenses) for the past 17 Years Plus
....to be continued. Stand Fast men while we wait for a tune to lift the spirits. Sgt Major...let the drums speak!!!!
C
Inserted Video
- #2,245
- Edited 7:44am Oct 9, 2017 7:27am | Edited 7:44am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
August 2017 - Trend Following Performance...cont'd
Right lads now listen up as we are getting to the pointy end of the rewards. Bow your heads in respect as we now hand out medals in the class of risk-weighted return......and stop tapping those damn toes!!!!
Best MAR Ratio (CAGR/DRAW)
Best Sharpe Ratio ("stop sniggerring private...Sharpe is better than nothing")
Well that's it lads, now back to your dugouts....we have got another tough month of mean reversion ahead......and I am confident that we all will make it if we just observe the simple rules of trend following.....well sort of confident....Ok so we all die.....suck it in :-)
PS Fund results attached
Right lads now listen up as we are getting to the pointy end of the rewards. Bow your heads in respect as we now hand out medals in the class of risk-weighted return......and stop tapping those damn toes!!!!
Inserted Video
Best MAR Ratio (CAGR/DRAW)
Best Sharpe Ratio ("stop sniggerring private...Sharpe is better than nothing")
Well that's it lads, now back to your dugouts....we have got another tough month of mean reversion ahead......and I am confident that we all will make it if we just observe the simple rules of trend following.....well sort of confident....Ok so we all die.....suck it in :-)
PS Fund results attached
- #2,246
- Oct 9, 2017 7:45am Oct 9, 2017 7:45am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,248
- Edited 8:20am Oct 9, 2017 7:59am | Edited 8:20am
- Joined Aug 2011 | Status: Trader | 1,327 Posts
No greed. No fear. Just maths.
- #2,249
- Edited 8:48am Oct 9, 2017 8:34am | Edited 8:48am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
- #2,250
- Oct 9, 2017 9:39am Oct 9, 2017 9:39am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
[quote=Gamod;10367089]
Cool avatar Ganod "In the Long Run we are all dead". The unfortunate truth. 
- #2,251
- Oct 9, 2017 10:15am Oct 9, 2017 10:15am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
[quote=Copernicus;10370684]
Wrong thread?
{quote} Cool avatar Ganod "In the Long Run we are all dead". The unfortunate truth.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,252
- Oct 9, 2017 10:19am Oct 9, 2017 10:19am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
[quote=Copernicus;10370684]
Well, some people think such:
{quote} Cool avatar Ganod "In the Long Run we are all dead". The unfortunate truth.
Inserted Video
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,256
- Oct 9, 2017 1:26pm Oct 9, 2017 1:26pm
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
So many pips.... too bad they are not worth much 
Changing to 0.5 SDC
Changing to 0.5 SDC
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,257
- Oct 9, 2017 1:29pm Oct 9, 2017 1:29pm
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
[quote=Gamod;10371237]
And also how do you define "Who are you?"
{quote} Depends how you define ''dead'' and what it really means I guess but eventually we are all dead.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
- #2,258
- Oct 10, 2017 5:48am Oct 10, 2017 5:48am
- Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)