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How come people are allowed to "out" the charlatans here these days with impunity? Or at least without the gestapo deleting the posts. I would wish to be a little more guarded in my comments but the amount of sheer dangerous nonsense out there is staggering. The knowledge of some of these...

I am, of course, talking of pooled accounts or funds. No one can run a widely diversified futures program on $10,000. Saxon offer investment in a pooled fund for $50,000 minimum. Other well known and long lasting CTAs offer various different routes to invest in pooled funds with small amounts...

My recent work has been designed to penetrate the heart of this topic: I have discussed and back tested random entries at some length, I have queried the use of back testing and I have tried to explain why, over the past 40 years, trend following seems to have become increasingly difficult...

I'm building up a list on my website, mostly for personal use to be honest. I have invested in CTA's before but don't want to commit as much as $250,000 to each fund. I have found investments for as little as $100,000, $25,000 and $10,000 so far. And Saxon's fund is (or was) a minimum of...

I am collating a list of "retail" size investment possibilities in leading and long lived CTAs and would appreciate feed back. I have a number of possibilities where you can invested $25,000 min , some as low as $10,000. These include Winton, Chesapeake, Dunn, Campbell, Abraham, Graham...

The original Turtles System is dead. Dead as a doornail. And has been for a long time; which has not stopped the vendors continuing to sell the dead system. I have written about the topic and posted charts both here, in the press and on my own website. You will find the original Turtle Rules...

There are NOT many trend following strategies. Quite agreed. It is a simple business. There have not been many trends over the past couple of years which, in aggregate, have been easy to capture. Too much on/off, too much noise. Clean long term trends will re-emerge. Buy and Hold of Index...

Random entries coupled with trend following exits work and can make money. Trends have been largely absent as a whole over the last two years - or rather, prices have moved but much less cleanly. I have posted a number of studies of random entries recently at my website and also a quantitative...

Anyone who wants to know how to follow trends can find out by buying a back testing engine which comes loaded with pre programmed trend following systems. On my own website I have given under the "documents" section a paper on Global Systematic Macro which sets out the trend following strategy...

You need to take a good look at the post I mentioned and have a closer look at the charts. My experiment uses Kaufman's Kaufman’s Efficiency Ratio which has values ranging from 0 when markets are very noisy and a theoretical +1 when markets are perfectly directional. Trends exist and always...

I find there is very rarely anything said of value here. And as you will know, I am not a believer in anonymity!

Presumably Covel and Baron have had a fall out? I see he has not posted this month.

A post on my website entitled "Trend Efficiency Index" explains, quantitatively, why 2011 and 2012 were such tough years and looks at how trend efficiency has deteriorated over the past 40 years. I can not give the URL since the your great leader does not seem to like that. If you google...

I am surprised this thread has been allowed to survive - so far. Presumably neither Baron nor Covel himself has noticed it yet. Let's see if it is still here in a couple of days.

Trends are starting to come back into play. What we’ve seen the past few months has been a slow turnaround in the managed futures performance across most funds. The problem in the past years has been the single-mindedness of the markets. At any given time, a single overwhelming worry has been...

No - go take a look!

For anyone interested I recently posted a couple of interesting research papers which explain the scope of High Frequency Trading. http://tradersplace.net/index.php?do=/forum/thread/8/hft-basics/view_13//t_1358502879/

Yes

“Occasionally, someone trying to promote something or start a debate will argue that trend following rules must always change due to changing market conditions. This is nonsense. It is a specious argument.” What super intelligent genius can have written that on his website I wonder...

The parameters: The actual parameters used to produce the equity curve in my prior post were slightly different (only very slightly) but the point remains. Simple indicators can and do produce good results. The portfolio contained over 100 different futures contracts.