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    Jonathan Kinlay?

    The numbers are more important than the outperform if any. Probably outperformed because it is a curve fit. I don't do backtests but the numbers sound crazy.
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    Jonathan Kinlay?

    Very weird, uses Wolfram Research for backtests. This one post flashed warnings: http://jonathankinlay.com/2016/02/yes-you-can-time-the-market-how-it-works-and-why/ It is Feb 23, 2016 and he claims in that post SPY buy and hold CAGR is 14.75% and the 24-month moving average momentum rule has...
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    BTC ATH right now. over $8000/btc!

    Expectations are high. This thing could gain 1,000% more. No one knows. It could also go back to $1. I wait for futures start for a signal.
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    Is this seriously what trend traders do?

    https://www.elitetrader.com/et/search/6977151/?q=Brandt&o=date&c
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    Forex discussion

    Market wizard here in action https://www.elitetrader.com/et/threads/interview-with-peter-brandt.297798/#post-4245512
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    How to Validate Your Back Testing Software

    Problem with validation of backtest is that you then need a time reversal machine to make money.
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    Trading and metaphysics

    I think this is the right place for this. I've been spending lots of time studying about the relation of physical and metaphysical and their relation to trading success. I don't think success depends only on rules and systems. I saw this about magnetism and financial markets in Twitter...
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    Risking 1% of your total equity. Does this refer to the stop?

    Not long ago he identified the "perfect head and shoulder" in soybean oil https://www.investing.com/analysis/soybean-oil's-perfect-pattern-200167188 which turned out to be a disaster. But according to him he was going to average down "Factor is long and I am interested in increasing...
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    Neural Networks Revisited

    NNs are curve fitting algorithms. Nothing to gain from that unless forward sample is i.i.d. and it's never that. You should do your own homework and please refrain from irrational claims with no proof/record.
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    One devastating picture of a Wall Street trading floor says it all

    Most pro traders were ruined in 2008-2009 and then in 2011 when expected a bear market. Survivors moved to HFT.
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    Why did trend following work well in commodities in 1970s but lost effectiveness later?

    ...and lose money in the last 7 years inflation and rates are low. You are fooled by randomness. Covel is a remnant of the 1980s.
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    Why did trend following work well in commodities in 1970s but lost effectiveness later?

    You must read Fooled By Randomness because you are fooled by randomness.
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    Mechanical Trading Systems by Earik Beann

    The observer. Baron should block you both you snake oil fools.
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    Why did trend following work well in commodities in 1970s but lost effectiveness later?

    Most trend followers now are selling snake oil and books. Example is Clenow. After 5 consecutive losing years with the hot method he sold to fools he closed his fund but still wants to sell books and talks about the superiority of TF. Very few idiots are left who believe these snake oil...
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    Best momentum/trend following strategy/strategies book/article/research paper in market?

    Out of a million Jap traders some will have a story to tell. Most are ruined.
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    Mechanical Trading Systems by Earik Beann

    Classic case of a hooker and a punter. Use it in fireplace during cold days. You'll save some money.
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    Why did trend following work well in commodities in 1970s but lost effectiveness later?

    Working what? How does this chart tell you that TF is working? It tells it is not working unless you're a fool a a born loser.
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    Where to get Systems

    Better question: Where to lose my money.
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    Best momentum/trend following strategy/strategies book/article/research paper in market?

    Crap. I followed this guy for several years. Once he was asked in his forum about the bad performance of his trend-following fund that used his methods. He never gave a straight answer. I followed his fund in Bloomberg. Every year it was down. Suddenly the ticker vanished. Possibly the 25% loss...
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    Machine Learning Algo for Trading

    If you have failed please do not try to discourage others.
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