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Diversified Trend Trading Approach

  • #3,061
  • Mar 27, 2018 8:03pm Mar 27, 2018 8:03pm
"Your brain changes and you can change" - An excellent opinion piece from a deep thinker" ....Benjamin Hardy

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  • #3,062
  • Mar 28, 2018 4:44am Mar 28, 2018 4:44am
Quoting Copernicus
Update {image} {image} {image}
I think with larger universe you will sleep less on your laptop. Also coffee spillage risk will be avoided.
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,063
  • Mar 28, 2018 5:17pm Mar 28, 2018 5:17pm
Game Show Problem

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from

http://marilynvossavant.com/game-show-problem/
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,064
  • Mar 28, 2018 7:35pm Mar 28, 2018 7:35pm
Quoting Ramadas
Game Show Problem {image} from http://marilynvossavant.com/game-show-problem/
Nice mate.....The Monty Hall problem. An exercise in Bayesian logic. As more information is known, predictions become more accurate. Great for static complex systems with linear solutions such as a Rubik's cube but no cigar for non-static complex solutions with non-linear outcomes like our markets which are moving feasts.
  • #3,065
  • Mar 28, 2018 8:17pm Mar 28, 2018 8:17pm
A poetic thought for the day that mighty challenge our ego :-)

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  • #3,066
  • Mar 28, 2018 9:20pm Mar 28, 2018 9:20pm
Quoting Ramadas
Game Show Problem {image} from http://marilynvossavant.com/game-show-problem/
If one door is eliminated and there is a choice of 1 from 2, then the odds are 50/50 ... however I could be wrong but I stayed with my first choice and won the car
When you are successful perhaps give a thought to others ... Kiva dot org
  • #3,067
  • Mar 29, 2018 2:38am Mar 29, 2018 2:38am
Inserted Video
  • #3,068
  • Mar 30, 2018 8:14am Mar 30, 2018 8:14am
HEDGE FUND PERFORMANCE DUE TO SKILL OR LUCK?

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from

http://jultika.oulu.fi/files/nbnfioulu-201404241298.pdf

and second one - more math heavy:

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from

Attached File(s)
File Type: pdf skill or luck money managers bankers markets investors CritSca.pdf   3.0 MB | 579 downloads
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,069
  • Edited 2:55pm Mar 30, 2018 2:35pm | Edited 2:55pm
And some music

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And here is better interviewer:

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part 2

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,070
  • Mar 31, 2018 5:20am Mar 31, 2018 5:20am
....if somebody doesn't know what Winton is or Harding.... compare this with guys on the internet wanting you to invest with them/pay them for signals/education not showing any audited results.

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,071
  • Mar 31, 2018 11:51pm Mar 31, 2018 11:51pm
Condensed trend following research from many sources in one page:

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http://www.dualmomentum.net/2017/07/...-research.html

Why momentum is not accepted by masses although such massive evidence exists?
Biases would be strongest i.e. reason no.3

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,072
  • Apr 1, 2018 12:05am Apr 1, 2018 12:05am
Difference between markets in 80ties and now....

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,073
  • Apr 1, 2018 1:41am Apr 1, 2018 1:41am
Quoting Ramadas
....if somebody doesn't know what Winton is or Harding.... compare this with guys on the internet wanting you to invest with them/pay them for signals/education not showing any audited results. {image}
Their average performance in the last 5 years is even worse than an emerging market's bank interest on fixed deposits. Intresting to see that they have as many people to invest in them... managing 21 billion USD... cool. I think even many retail traders can outperform them on annual earnings.
  • #3,074
  • Apr 1, 2018 4:33am Apr 1, 2018 4:33am
Quoting vinforex7
{quote} Their average performance in the last 5 years is even worse than an emerging market's bank interest on fixed deposits. Intresting to see that they have as many people to invest in them... managing 21 billion USD... cool. I think even many retail traders can outperform them on annual earnings.
It is the risk weighted returns that the investor or allocator is after.

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Retail traders may last 1 to 3 years thinking they have an edge...but I haven't seen many lasting 21 years offering a CAGR of 11.49% with a max drawdown over the entire period of 26%.
  • #3,075
  • Apr 1, 2018 4:58am Apr 1, 2018 4:58am
Quoting Ramadas
And some music https://www.youtube.com/watch?v=1ocHM5akwkQ And here is better interviewer: https://www.youtube.com/watch?v=cnwzU5-7niU part 2 https://www.youtube.com/watch?v=7y70xoZHh3E
Thanks for this R. That CNBC reporter made me laugh. What a tit :-)

Good to hear from the mouth of David Harding.
  • #3,076
  • Apr 1, 2018 5:02am Apr 1, 2018 5:02am
Quoting Ramadas
Difference between markets in 80ties and now.... {image}
The game was certainly easier in the 80's to now with generous returns from interest on unutilised capital and less efficient markets that allowed the shorter term timeframe trend followers to shine. Most of the traditional trend followers have had to stray out into the longer timeframes today or blend some mean reverting strategies into their shorter term trend following strategies to stay alive.
  • #3,077
  • Apr 1, 2018 5:30am Apr 1, 2018 5:30am
Quoting Copernicus
{quote} The game was certainly easier in the 80's to now with generous returns from interest on unutilised capital and less efficient markets that allowed the shorter term timeframe trend followers to shine. Most of the traditional trend followers have had to stray out into the longer timeframes today or blend some mean reverting strategies into their shorter term trend following strategies to stay alive.
yupp game have changed too much but i see its wise for traditional traders to get back on longer time frames because of HFT's are kicking in with their volatility spikes and these days its becoming too much frequent.. probability from pockets of shorter timeframe trend followers is decreasing (unless they have DMA, still) because of more liquidity is required without getting bad fills and volatility can spike just anytime on lower tf to keep up with deviations.
In the court of lord, only love and devotion is counted...
  • #3,078
  • Edited 10:59am Apr 1, 2018 7:01am | Edited 10:59am
Quoting Copernicus
{quote} Thanks for this R. That CNBC reporter made me laugh. What a tit :-) Good to hear from the mouth of David Harding.
Unfortunately he is the representative of the population. Population watch CNBC. If one can make money without predicting, who needs CNBC?
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,079
  • Apr 1, 2018 8:53am Apr 1, 2018 8:53am
Ouch, what a sumo splash in Coffee in April 2016.... even with SL, slippage would be bad....

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Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
  • #3,080
  • Apr 1, 2018 10:31am Apr 1, 2018 10:31am
More crazy moves like this in Copper in 2016, please. 0.25 SD on both SDCs.

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If you don't have copper in your portfolio....then you are missing out....
Cut short your losses. Let your profits run on. David Ricardo (1772-1823)
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