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Diversified Trend Trading Approach

  • #4,421
  • Mar 19, 2021 7:44pm Mar 19, 2021 7:44pm
Quoting PIPot
Hello, how do you make a non stationary data to stationary? Is it by detrending? How do you detrend manually like for example a few set of daily closing prices. Is it by finding the difference of each close and plotting the results to line graph? Thanks ps. I dont have access to a computer so itry to do it by hand��
We don't de-trend our data as the assumptions used (linear/non-linear trend sequence) can significantly and detrimentally influence our models.

However here is an explanatory article used for Python code that discusses a method.

https://machinelearningmastery.com/t...nds-in-python/
  • #4,422
  • Mar 23, 2021 12:37am Mar 23, 2021 12:37am
Rich provides an overview of how we at ATS compile Sub-Portfolios of trend following algorithms using StrategyQuant X and QuantAnalyzer.

#DiversifiedSystematicTrendFollowing,#StrategyQuantX,#QuantAnalyzer,#TradersOutpost,

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  • #4,423
  • Edited Mar 26, 2021 1:43am Mar 25, 2021 7:53am | Edited Mar 26, 2021 1:43am
The Need for Enduring Patience with Trend Following Models

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  • #4,424
  • Apr 5, 2021 5:37pm Apr 5, 2021 5:37pm
Could I get your opinion on this interview Copernicus. This fellow apparently is a trend follower.

Inserted Video



BTW, how do you post videos like that?
  • #4,425
  • Apr 5, 2021 5:38pm Apr 5, 2021 5:38pm
Lol, nevermind on the on the video posting, apparently all you have to do is post the link.
  • #4,426
  • Apr 7, 2021 4:44pm Apr 7, 2021 4:44pm
Quoting EntrustNoone
Could I get your opinion on this interview Copernicus. This fellow apparently is a trend follower. https://www.youtube.com/watch?v=VGT5OFAcYek BTW, how do you post videos like that?
Hi E .

He certainly understands trend following :-)

His method integrates some convergence with divergence (using profit targets to target swing segments of a trend). I am not a big fan of this......though it does smooth the equity curve and helps the psychology.

But it appears to be working though sample size is still too low to showcase unfavourable regimes and their impact.
  • #4,427
  • Edited 2:28pm Apr 8, 2021 5:51am | Edited 2:28pm
Judging by the fact that he seems knowledgeable, I'm gonna guess and say he understands the convergence and divergence aspects of his system,

but values more the smooth equity curve and psychological relief that this system provides, and knows the trade off is a slightly lesser profitable system versus one that was pure raw trend following.

Unfortunately we don't know how long he's been doing it for, but he says it's been atleast 7 years with his personal account, so it must be working for him.
  • #4,428
  • Apr 8, 2021 2:40pm Apr 8, 2021 2:40pm
Quoting EntrustNoone
Judging by the fact that he seems knowledgeable, I'm gonna guess and say he understands the convergence and divergence aspects of his system, but values more the smooth equity curve and psychological relief that this system provides, and knows the trade off is a slightly lesser profitable system versus one that was pure raw trend following. Unfortunately we don't know how long he's been doing it for, but he says it's been atleast 7 years with his personal account, so it must be working for him.
+1 :-)
  • #4,429
  • Apr 28, 2021 7:30pm Apr 28, 2021 7:30pm
Good Read :-)

https://atstradingsolutions.com/seve...ldman-barrett/
  • #4,430
  • Apr 28, 2021 9:03pm Apr 28, 2021 9:03pm
Quoting Copernicus
Good Read :-) https://atstradingsolutions.com/seve...ldman-barrett/
Crap! Nick, when did you go commercial? You are actually someone I would take a look at. I know your quality.
If you are good at something, never do it for free--Joker
  • #4,431
  • Apr 28, 2021 11:12pm Apr 28, 2021 11:12pm
Quoting jmn5611
{quote} Crap! Nick, when did you go commercial? You are actually someone I would take a look at. I know your quality.
It was a call I had to make as I was offering subscriptions to my website and also doing some commercial stuff with FM's. The commercial tag has severely clipped my wings J (eg. I can't even like stuff anymore)....but at least I can post on this channel and any that accept the 'commercial tag'.
  • #4,432
  • Edited Apr 30, 2021 5:23pm Apr 29, 2021 7:10pm | Edited Apr 30, 2021 5:23pm
In the Beginning....There was Trend Following - A Primer - Part 1

https://atstradingsolutions.com/in-t...wing-a-primer/
  • #4,433
  • Apr 30, 2021 5:24pm Apr 30, 2021 5:24pm
In the Beginning....There was Trend Following - A Primer - Part 2

https://atstradingsolutions.com/in-t...primer-part-2/
  • #4,434
  • May 1, 2021 8:39am May 1, 2021 8:39am
Inserted Video
  • #4,435
  • May 1, 2021 6:49pm May 1, 2021 6:49pm
In the Beginning....There was Trend Following - A Primer - Part 3

https://atstradingsolutions.com/in-t...primer-part-3/
  • #4,436
  • May 2, 2021 8:23am May 2, 2021 8:23am
In the Beginning....There was Trend Following - A Primer - Part 4

https://atstradingsolutions.com/in-t...primer-part-4/
  • #4,437
  • May 2, 2021 8:03pm May 2, 2021 8:03pm
In the Beginning....There was Trend Following - A Primer - Part 5

https://atstradingsolutions.com/in-t...primer-part-5/
  • #4,438
  • May 3, 2021 9:42pm May 3, 2021 9:42pm
In the Beginning....There was Trend Following - A Primer - Part 6

https://atstradingsolutions.com/in-t...primer-part-6/
  • #4,439
  • May 4, 2021 7:32pm May 4, 2021 7:32pm
In the Beginning....There was Trend Following - A Primer - Part 7

https://atstradingsolutions.com/in-t...primer-part-7/
  • #4,440
  • May 5, 2021 7:30pm May 5, 2021 7:30pm
In the Beginning....There was Trend Following - A Primer - Part 8

https://atstradingsolutions.com/in-t...primer-part-8/
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