A Step by Step Guide Video Series to Portfolio Construction for Price Followers -Part 1 - System Design Principles video

Systematic Trend Trading

ATS Trailing Stop Visualiser video

Systematic Trend Trading

CTA Fund Performance Report - 30 September 2019 - Ouch!!!! image ...more here :-) Cheers C

Systematic Trend Trading

Stepping Outside the Noise to Hunt for Outliers. A Quick Proof image Hunting for Anomalies Cheers C

Systematic Trend Trading

Hi R. For my purposes I use Dukascopy and Pepperstone to cross validate. No problems in data quality for H4 or D1 IMO. For example here are two results taken from the same sub portfolio and time frame (1/1/2007 to current). One uses Dukascopy Tick ...

Systematic Trend Trading

Hi B You won't see the effect you are after unless you are heavily diversified and your tests are conducted over a much larger sample. For example here is the portfolio result and also the individual composite equity curves used for this particular ...

Systematic Trend Trading

Hi S There are so many different techniques that can be deployed under systematic applications that a single system in the scheme of things is a small part of the total equation. The key thing to ensure for any core strategy is that: 1. It has ...

Systematic Trend Trading

Still a work in progress S...but we are getting closer :-) The core strategy that 60 is describing is being used as a model for diversification which we are stepping thru slowly as we work thru it. Fred is punching out tools to assist in it's ...

Systematic Trend Trading

ATS HAS JUST HAD A MAKEOVER…AND WE’RE FEELING GOOD image 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 ...

Diversified Trend Trading Approach

It's da weekend guys. Time to chill :-) video

Diversified Trend Trading Approach

Place the Emphasis on Risk Management and the Profits will Take Care of Themselves I hope by now that I have convinced you that a price follower's bread and butter can be attributed to the outlier....which cannot be predicted in advance. A price ...

Diversified Trend Trading Approach

Cutting Through the Noise Zat Rana puts his masterful quill to the question of habits.....and why most of them fail. image url Enjoy C

Diversified Trend Trading Approach

Trading the Distribution of Market Returns Below is a frequency distribution of a sample of S&P500 Daily returns which is compared to a normal distribution. A very large portion of the positive daily market returns lies within the normal ...

Diversified Trend Trading Approach

The best way to interpret whether the technique is price following or predictive is look at the importance of the entry to the overall strategy. If the entry is critical, then the technique is predictive in nature (on the assumption that the chosen ...

Diversified Trend Trading Approach

Cheers H. It is going to be an interesting ride ahead. I could be on a park bench sooner than you think.....but hoping otherwise :-)

Diversified Trend Trading Approach

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Diversified Trend Trading Approach

Cheers BN. :-)

Diversified Trend Trading Approach

Guys I thought I better give a heads up. I have requested to Twee that he tags me as a commercial member. I know that many of you are a bit touchy about members with commercial status....but in the interests of transparency, I need to declare my ...

Diversified Trend Trading Approach

Hi S :-) We need to understand the difference between price following and price prediction to answer this. Price following is based on the principle of following the 'now'....not anticipating the future. So techniques such as 'following news, ...

Diversified Trend Trading Approach

I luv it when you get two Alphas chatting :-) Great discussion guys. I personally think that the vast majority of us trade randomness without ever realising it. IMO there are very....and I mean very few systems that have an edge that is sufficient ...

Forex - A negative sum game for losers