Spot on 60. :-) Over certain periods of time, some instruments trend better than others and then they just stop trending entering protracted periods of mean reversion and general equilibrium. To say that some instruments trend better than others is ...

Systematic Trend Trading

A good read :-) AQR’s Problem With Machine Learning: Cats Morph Into Dogs

Diversified Trend Trading Approach

Cheers 60. Looks like a good read. I will get my hands on it :-) Here is a another excellent read for those lazy weekends: Adaptive Markets: Financial Evolution at the Speed of Thought Andrew's hypothesis looks at the mix of efficiency and ...

Systematic Trend Trading

...and converting your prior post to trading price action.......here are some examples of randomly generated charts. You can profit from these price movements, but your profit is merely a random happenstance. Your inability to visually define ...

Systematic Trend Trading

You are nailing it 60...but just looked at the chart now....darn....the market heard you. :-)

Systematic Trend Trading

The Type 2 error (missed opportunities) is regarded as the greatest sin for a diversified trend follower :-)

Systematic Trend Trading

LOL :-)

Systematic Trend Trading

Big thumbs up on this. Let's ensure an edge first before we even get to psychology :-)

Systematic Trend Trading

video video video video video

Diversified Trend Trading Approach

Shit N.....No need for apologies. Thanks for the chat :-)

Diversified Trend Trading Approach

Kaboom. I am going to have to share that great piece 60. I hope you don't mind? :-)

Systematic Trend Trading

Yep...convergent is not my cuppa tea...and I understand what you are talking about...but I am finding that you can supplement divergence with convergence provided that divergence is the dominant part of the portfolio. You don't have to throw the ...

Diversified Trend Trading Approach

video

Diversified Trend Trading Approach

Hehehe. I can smell Wayne Himelsein in that. Too true :-)

Systematic Trend Trading

Cheers 60. I get a real blast from your posts as well. They provide lot's of food for thought and help keep the stuff between my ears sharp:-)

Systematic Trend Trading

I must admit S....that while once I was a discretionary trader....I personally will never return to that space. It is essential to my philosophy that I have a roadmap to guide me into the future and have a technology I can pass onto my kin. For that ...

Diversified Trend Trading Approach

That hits the nail on the head. We are very alike H....not in technique but mindset :-) The best any of us have are simply models that attempt to mimic the reality. The models get better over time as they are put to progressively more rigorous tests ...

Diversified Trend Trading Approach

Nice mate. I can see you are harvesting from both divergent and convergent models. That's is probably the optimal approach to harvesting alpha. I am a bit lazier than you but I am playing around with some data mining to supplement the divergent ...

Diversified Trend Trading Approach

Time to put on the tin hat and dig in....Let me know when it is safe to come out :-)

Systematic Trend Trading

We are in the wrong game I tells ya :-)

Systematic Trend Trading