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Copernicus replied Jul 17, 2020Backtesting Basics: Four biases to know by heart url
Systematic Trend Trading
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Copernicus replied Jul 16, 2020Reality versus Illusion - The Search for the Underlying Bias in Market Data for Price Followers video
Systematic Trend Trading
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Copernicus replied Jul 13, 2020Excellent Paper from Ole Peters - The ergodicity problem in economics Abstract The ergodic hypothesis is a key analytical device of equilibrium statistical mechanics. It underlies the assumption that the time average and the expectation value of an ...
Systematic Trend Trading
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Copernicus replied Jul 9, 2020At the moment it is just used as a final validation method once we have compiled a subportolio for a discreet market. A final visual discretionary check against an otherwise systematic process. :-)
Systematic Trend Trading
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Copernicus replied Jul 3, 2020Mapping to Market Process So you are a trend follower who has a variety of different trend following systems you would like to assess. How do I assess the best systems and their parameter values to use? Traditional wisdom without digging deeper into ...
Systematic Trend Trading
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Copernicus replied Mar 24, 2020image CTA Fund Performance Report - February 2020 ......more here.
Systematic Trend Trading
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Copernicus replied Mar 17, 2020TRADERS OUTPOST PODCAST 10 – COMPOUNDING, PORTFOLIO BUILDING AND MARKET MADNESS video
Systematic Trend Trading
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Copernicus replied Mar 16, 2020image Why trend following?….Well perhaps the current market shenanigans provides a timely reminder of this powerful technique. The following video provides a brief overview of the introductory processes we engage to derive robust trend following ...
Systematic Trend Trading
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Copernicus replied Mar 11, 2020A bit of fun for a Wednesday night :-) video
Systematic Trend Trading
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Copernicus replied Mar 9, 2020Traders Outpost Podcast 09 - Trend Trading Truths In this episode we dig deep into the essential factors for long term robustness, look at performance of simple breakout, trailing stop and fixed target solutions and future plans. video
Systematic Trend Trading
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Copernicus replied Mar 7, 2020An Enquiring Walkthrough of GBPJPY with Satin Jackets video
Systematic Trend Trading
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Copernicus replied Mar 7, 2020The Importance of Dynamically Adjusting your Trend Following Models video
Systematic Trend Trading
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Copernicus replied Mar 4, 2020The Riddle of Diversified Systematic Trend Following image more here......
Systematic Trend Trading
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Copernicus replied Mar 3, 2020Combining the 3 Markets (AUDUSD, EURUSD and GBPJPY) as a Multi-market Portfolio to improve Risk Adjusted Returns In Sample Portion: 2000.01.01 to 2019.12.31 Includes slippage assumptions $500 Trade Risk - No Compounding Multi-Market Portfolio Result ...
All EA's fail.... or do they?
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Copernicus replied Mar 3, 2020Example on GBPJPY D1 using 4 separate trend following systems which are then consolidated into a sub portfolio. In Sample Portion: 2000.01.01 to 2019.12.31 Includes slippage assumptions $500 Trade Risk - No Compounding Test range 1978.06.01 to ...
All EA's fail.... or do they?
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Copernicus replied Mar 2, 2020Listen to the video with Darren me and Fred. The discussion demonstrates that very simple trend following systems can be applied multi-market and actually do stand the test of time and include example walkthroughs.
All EA's fail.... or do they?
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Copernicus replied Mar 2, 2020Example on EURUSD D1 using 4 separate trend following systems which are then consolidated into a sub portfolio. In Sample Portion: 2000.01.01 to 2019.12.31 Includes slippage assumptions $500 Trade Risk - No Compounding Test range 1971.01.01 to ...
All EA's fail.... or do they?
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Copernicus replied Mar 2, 2020Example on AUDUSD D1 using 4 separate trend following systems which are then consolidated into a sub portfolio. In Sample Portion: 2000.01.01 to 2019.12.31 Includes slippage assumptions $500 Trade Risk - No Compounding Test range 1975.01.01 to ...
All EA's fail.... or do they?