It's da weekend guys. Time to chill :-)
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Diversified Trend Trading Approach
- #4,342
- Edited 6:39pm Sep 30, 2019 6:04pm | Edited 6:39pm
- | Commercial User | Joined Apr 2013 | 4,366 Posts
ATS HAS JUST HAD A MAKEOVER…AND WE’RE FEELING GOOD
Guys as discussed, 1st Oct marks the kick off of the new ATS website we affectionately call The Traders Outpost. Not sure why FF haven't yet flagged me as commercial given my email to Twee.....but just to be clear, I am now a commercial member but can divulge from ground up the processes and practices we deploy in trading these markets on our website to our membership.
We have a month free offer to enable the first 100 members to have full access to our website and have a play with the systematic programs and trading tools we provide to our membership. We have a very large pipeline of Projects we will be progressively releasing over the next few years and encourage those who might be interested in building their capabilities in systematic trading methods and portfolio construction to join us.
...more on how to access the free offer here.
Given that I am now a commercial member, I will now be hanging out in 60's thread in the commercial section. See you over there. This therefore brings an official close to this Diversified Trend Trading Approach thread. It has been great guys. Thanks for the good times we have had on here.
THE END
Cheers
C
Guys as discussed, 1st Oct marks the kick off of the new ATS website we affectionately call The Traders Outpost. Not sure why FF haven't yet flagged me as commercial given my email to Twee.....but just to be clear, I am now a commercial member but can divulge from ground up the processes and practices we deploy in trading these markets on our website to our membership.
We have a month free offer to enable the first 100 members to have full access to our website and have a play with the systematic programs and trading tools we provide to our membership. We have a very large pipeline of Projects we will be progressively releasing over the next few years and encourage those who might be interested in building their capabilities in systematic trading methods and portfolio construction to join us.
...more on how to access the free offer here.
Given that I am now a commercial member, I will now be hanging out in 60's thread in the commercial section. See you over there. This therefore brings an official close to this Diversified Trend Trading Approach thread. It has been great guys. Thanks for the good times we have had on here.
THE END
Cheers
C
{quote} Yep mate. I follow him on LinkedIn. Some good reads lately. He sounds an ominous warning (as does Howard Marks) that would be great for us trend followers if it eventuates.
His system...for decision making is quite interesting. Meritocracy... Think he's onto something.
Also, you may or may not like this if you like the funk peppered with a little bit of disco and some beats
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- #4,348
- Nov 29, 2019 8:25am Nov 29, 2019 8:25am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
{quote} Yeah I think he's pretty spot on with his views..analysis very humble after getting burned i the past. His system...for decision making is quite interesting. Meritocracy... Think he's onto something. Also, you may or may not like this if you like the funk peppered with a little bit of disco and some beats
That form of decision making (Meritocracy) is a very interesting approach. Almost follows a Bayesian approach.
- #4,355
- Sep 24, 2020 8:27am Sep 24, 2020 8:27am
- Joined Dec 2010 | Status: Foook Bollinger-dr.Kegel knows! | 9,794 Posts
hi guys...different times same places 
jo, C..
got 20y data..backtested ... 2 strategies in the portfolio at this point.
CAGR:6,6%
WIN RATE: 25%
RR: 1:4,5 on average
MAX DD1: 12.5%
MAX DD2: 7,5%
MAX DD3: lower
MAR1: 0,528
PF: around 1,5.
Open ended trailing.
How this would look in your eyes? Average hedge fund statistics which employes 100 of researches eh?
Secondly, would need a few words on filtering out the junk trades. While I am very aggressive on the entry part - ill try to divide them entries out and further try to balance the yield curve. In the pipeline also new strategies, visions which need to be see ++ portfolio fun times
otherwizze enjoy;
jo, C..
got 20y data..backtested ... 2 strategies in the portfolio at this point.
CAGR:6,6%
WIN RATE: 25%
RR: 1:4,5 on average
MAX DD1: 12.5%
MAX DD2: 7,5%
MAX DD3: lower
MAR1: 0,528
PF: around 1,5.
Open ended trailing.
How this would look in your eyes? Average hedge fund statistics which employes 100 of researches eh?
Secondly, would need a few words on filtering out the junk trades. While I am very aggressive on the entry part - ill try to divide them entries out and further try to balance the yield curve. In the pipeline also new strategies, visions which need to be see ++ portfolio fun times
otherwizze enjoy;
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- #4,356
- Sep 25, 2020 3:27am Sep 25, 2020 3:27am
- | Commercial User | Joined Apr 2013 | 4,366 Posts
hi guys...different times same places
I would definitely trade that portfolio. The statistics make excellent sense and are very realistic.
Nice positive skew and excellent MAR mate. You should be tickled pink.According to those results you would be up with the best of them. :-)
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- #4,357
- Sep 28, 2020 11:08am Sep 28, 2020 11:08am
- Joined Dec 2010 | Status: Foook Bollinger-dr.Kegel knows! | 9,794 Posts
- #4,358
- Oct 4, 2020 11:49am Oct 4, 2020 11:49am
- Joined Sep 2016 | Status: Its my job to know what others dont | 1,348 Posts
WaBaS Where are Buyers and Sellers
- #4,360
- Oct 5, 2020 12:26pm Oct 5, 2020 12:26pm
- Joined Sep 2016 | Status: Its my job to know what others dont | 1,348 Posts
WaBaS Where are Buyers and Sellers