Attachments: Diversified Trend Trading Approach

Diversified Trend Trading Approach

#2,761
Jan 4, 2018 3:10pm Jan 4, 2018 3:10pm

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Quoting Ramadas

Disliked

{quote} I believe you did it for science to have as much events to test as possible. Sorry for my remark!

Ignored

Heheheheheheh.....Cheers to science. Mate....no probs.....you were totally right...so no sorry's needed R. I need a buddy to put me in check

......but I am still staying aggressive while I am testing. I just love racking up the pending orders and making my PC work hard for it's money :-)

#2,762
Jan 4, 2018 3:30pm Jan 4, 2018 3:30pm

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Niech Żyje Polska: Long Live Poland!

Attached Image (click to enlarge)

Click to Enlarge

Name: Capture.JPG
Size: 127 KB

Inserted Video

#2,763
Edited 5:01am Jan 5, 2018 4:47am | Edited 5:01am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

Quoting Copernicus

Disliked

Niech Żyje Polska: Long Live Poland! {image} https://www.youtube.com/watch?v=Qw1b...QOp29uLIWkQhka

Ignored

Niech żyje!

And about the predictions again. People are craving predictions but it is a folly.

Attached Image (click to enlarge)

Click to Enlarge

Name: MHAzyku.png
Size: 1.1 MB

https://www.worldfinance.com/comment...-predictions-2

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,764
Jan 5, 2018 4:59am Jan 5, 2018 4:59am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

Nobody predicted this:

Attached Image (click to enlarge)

Click to Enlarge

Name: AYZEcbe.png
Size: 85 KB

Funny how when I read that gold hits x-month high or EUR hits x-year high I am long time in these trends and looking to exit, because trailing stop is nearby.

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,765
Jan 5, 2018 5:05am Jan 5, 2018 5:05am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

“THE only function of economic forecasting is to make astrology look respectable,” John Kenneth Galbraith, an irreverent economist, once said. Since economic output represents the aggregated activity of billions of people, influenced by forces seen and unseen, it is a wonder forecasters ever get it right. Yet economists cannot resist trying. As predictions for 2016 are unveiled, it is worth assessing the soothsayers’ records.

Attached Image (click to enlarge)

Click to Enlarge

Name: Screenshot1.png
Size: 41 KB

http://www.economist.com/node/21685480

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,766
Jan 5, 2018 5:45am Jan 5, 2018 5:45am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

OK, last post about predictions... This time from scientific paper. I rest my case/rant

Attached Image (click to enlarge)

Click to Enlarge

Name: DtIoALI.png
Size: 133 KB

Attached File(s)

mathematical proof predictions 47 percent SSRN-id2944853.pdf 651 KB | 363 downloads

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,767
Jan 5, 2018 12:37pm Jan 5, 2018 12:37pm

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

New article from Andreas

How to Become a Professional Trader

http://www.followingthetrend.com/201...sional-trader/

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,768
Jan 5, 2018 1:08pm Jan 5, 2018 1:08pm

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

Cotton is kicking my bottom....

Attached Image (click to enlarge)

Click to Enlarge

Name: U1ACRLT.png
Size: 67 KB

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,769
Jan 5, 2018 10:45pm Jan 5, 2018 10:45pm

ahsanforex
| Joined Jun 2017 | Status: Trader | 8 Posts

Quoting Ramadas

Disliked

Nobody predicted this: {image} Funny how when I read that gold hits x-month high or EUR hits x-year high I am long time in these trends and looking to exit, because trailing stop is nearby.

Ignored

in the same trade

#2,770
Jan 6, 2018 1:03am Jan 6, 2018 1:03am

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Quoting Ramadas

Disliked

New article from Andreas How to Become a Professional Trader http://www.followingthetrend.com/201...sional-trader/

Ignored

Nice R

#2,771
Jan 6, 2018 1:04am Jan 6, 2018 1:04am

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Quoting Ramadas

Disliked

Cotton is kicking my bottom.... {image}

Ignored

The perfect Sumo belly flop :-(

#2,772
Edited 5:13am Jan 7, 2018 4:48am | Edited 5:13am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

Attached Image (click to enlarge)

Click to Enlarge

Name: 6ooVTXF.png
Size: 100 KB

https://papers.ssrn.com/sol3/papers....act_id=1968996

what a big variance in 36 rolling Sharpe for trend following strategies (from Sharpe 3 to 0.1 for dailies):

Attached Image (click to enlarge)

Click to Enlarge

Name: BqeWXHV.png
Size: 59 KB

Correlation between basically the same momentum strategies in different time frames:

Attached Image (click to enlarge)

Click to Enlarge

Name: kFfQDeB.png
Size: 161 KB

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,773
Jan 7, 2018 9:55pm Jan 7, 2018 9:55pm

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Quoting Ramadas

Disliked

{image} https://papers.ssrn.com/sol3/papers....act_id=1968996 what a big variance in 36 rolling Sharpe for trend following strategies (from Sharpe 3 to 0.1 for dailies): {image} Correlation between basically the same momentum strategies in different time frames: {image}

Ignored

Interesting paper R. Thanks for the ref. Fortunately it is going to be a while before we face obstacles such as capacity constraints with our portfolios :-)

#2,774
Jan 12, 2018 9:30pm Jan 12, 2018 9:30pm

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Inserted Video

#2,775
Jan 13, 2018 6:10am Jan 13, 2018 6:10am

Ramadas
Joined Oct 2009 | Status: Exploiting psychology of the crowds | 1,426 Posts

Inserted Video

Cut short your losses. Let your profits run on. David Ricardo (1772-1823)

#2,776
Jan 13, 2018 7:59am Jan 13, 2018 7:59am

thomasK
| Joined Oct 2011 | Status: Trader | 209 Posts

Why You Diversify

https://pensionpartners.com/why-you-diversify/

Enter Signature

#2,777
Edited 10:33am Jan 13, 2018 8:50am | Edited 10:33am

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

Food for Thought

Attached Image

Enjoy

C

Inserted Video

#2,778
Jan 13, 2018 9:36am Jan 13, 2018 9:36am

Copernicus
| Commercial User | Joined Apr 2013 | 4,366 Posts

What's Hot - Momentum stirring in the following instruments

Natural Gas

Attached Image (click to enlarge)

Click to Enlarge

Name: Capture.JPG
Size: 115 KB

Hang Seng

Attached Image (click to enlarge)

Platinum

Attached Image (click to enlarge)

Click to Enlarge

Name: Capture3.JPG
Size: 118 KB

China A50

Attached Image (click to enlarge)

Dow Jones

Attached Image (click to enlarge)

XLF - Financial Select Sector SPDR (ETF)

Attached Image (click to enlarge)