Because my wings have been clipped so much as I am now commercial......this thread now becomes a music channel. If you may have guessed there is a subtle finger ( a bird) being applied to "Da Man" in this post Shooters only please....no time for ...

Diversified Trend Trading Approach

It's on Kindle mate if that helps. :-)

Systematic Trend Trading

Mate...Fred is probably in a better position to comment on this as he is our programming geek with his head stuck into Java at the moment.....but Clenow just released a great book on Trend Following using Python. An excellent read mate with lots of ...

Systematic Trend Trading

Finding the Bias that Suits Your Trend Following Strategy - Part 3 - Equity Indices via CFDs image So far in this series we have been undertaking fairly extensive research on the suitability of a ‘classic’ but simple trend following model (a ...

Systematic Trend Trading

Finding the Bias that Suits Your Trend Following Strategy - Part 2 - Spot Forex image In our prior Part 1 post of this series we left our readers with an ominous warning that needs to be heeded in our retail world. For those traders seeking to ...

Systematic Trend Trading

CTA FUND PERFORMANCE REPORT – 31 OCTOBER 2019 – “I Say….Stick your Head up Johnson old chap and see if the Trend is Dead” image Ok…so Trend Following is difficult…..but it always has been. So what has changed?……well actually nothing really. ...

Systematic Trend Trading

Choices choices choices. Which distribution to use? An introductory article from Madelina Ciortan that describes common distribution models and in what context you should perhaps consider using them to describe the deeper underlying reality. image ...

Systematic Trend Trading

Response to Ra "Mind if I get a list of some books you recommend?" Here are some great resources mate that have really helped me in relation to trading the techniques of the Diversified Systematic Trend Following community. url url url url ...

Systematic Trend Trading

Finding the Bias that Suits Your Trend Following Strategy - Part 1 - A Selected Retail Universe image As retail traders who are seeking to apply the techniques adopted by the professional Fund Managers in the Diversified Systematic Trend Following ...

Systematic Trend Trading

Beware the naive application of sample statistics - A Great Primer on the Central Limit Theorem and it's implications/limitations. url click on link above.... The key takeaway here is that even if the input variables are not normally distributed, ...

Systematic Trend Trading

Morning B. A late start for me today :-) The USDCAD example was taken from a strategy series called Uranus.....which is a Bollinger Band breakout system combined with a trend direction filter used on H4. So it should not be compared against the ...

Systematic Trend Trading

To give an idea where the market adopts more unidirectional price moves. you can see this bias in big data sets. For example using a universe of 60 markets the bias lies at around a look-back of 500 to 800 daily bars plus. This is found with a data ...

Systematic Trend Trading

Great point Dave :-) We are going as far as we can with trend following to see what we can get....but it would be stupid if we didn't also look at mean reversion below these "outlier thresholds".....but if we use it....We just need to ensure it ...

Systematic Trend Trading

Tip of the Day Before you try and win at the casino you need to decide if you can beat the house edge. The first step you need to take before committing to any trade is first understand your table. If there is no bias that gives you that necessary ...

Systematic Trend Trading

Hi R It just means we spin our wheels in stagnation while vol is low. We have had protracted periods of low vol since 2009...but then occasionally something snaps like in 2010 and then 2014 and more recently in July 2019 which catches the central ...

Systematic Trend Trading

Hi B....back to your queries. It's been a long weekend and an exhausting one :-) Yep D. We let the data decide how far we look back when trying to identify that zone where outliers dominate overall price movement. At the moment no matter what ...

Systematic Trend Trading

Hi B....I tried the like on your post...but now I am commercial it doesn't work anymore...so here is another image I will respond later this weekend to your gem of a post....and hopefully might be able to blow you away with a bit of empirical ...

Systematic Trend Trading

Part 3 of a video series that describes the process that we undertake to construct powerful robust systematic portfolios for the Price Follower in the FX/CFD retail trading universe. video

Systematic Trend Trading

Fred steps through Part 2 of our Video Series on how to Construct powerful diversified systematic portfolios. This step discusses the automation process of system development. video

Systematic Trend Trading

ATS PROGRAM PERFORMANCE– OCTOBER 2019 – APPARENTLY NOTHING!! image url

Systematic Trend Trading