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Hugh Hendry is always good value. Try this video: http://www.cnbc.com/id/15840232?video=810371062&play=1 Certainly the funniest thing I've ever seen on CNBC.

If you can tell when it's a bear and when it's a bull you've got your second system. Trade that along side Option 1 or Option 2 and you should get some nice diversification.

What I would do is look at the equity curve of each option and see how it performed in different market conditions. For example if this is a stockmarket system I would like to see how it performs in the bull market of the late 90s, the following bear maket, the low volatility of 03 & 04 and...

For end of day back testing I use Mechanica and have found that to be a very useful and easy to use tool. http://www.mechanicasoftware.com/ For intraday back testing I think you may have to go to Tradestation though I have no experience of it. For the limited intraday backtesting I have...

http://masteroftheuniverse.wordpress.com/ October 1st entry.

I read this in this weekend's Sunday Times (U.K.) http://entertainment.timesonline.co.uk/tol/arts_and_entertainment/books/non-fiction/article4787010.ece Sometimes an entire era can be summed up in a single anecdote. It is September 1978, and the private office of prime minister James...

1275 Interactive Brokers

For Interactive Brokers try AD-NYSE-I-NYSE

Trend followers may well have been responsible for the bubbles you mention. However can you imagine a world without trends? That would be madness.

I bought Aberration in June '98. One of the reasons I bought it was that the trading rules were fully disclosed so I was able to spend some months backtesting. I started trading it in November '98, however by '04 the returns had started to drop off so I bought Trading Recipes (and have since...

Got to www.opentick.com, sign up and download the data for free.

Acrary posted some work about this in the targets vs. trailing stops thread, though he was a bit coy about his actual methods. Hope that helps.

I've tested quite a lot of trend following systems using a fixed fraction of equity for position sizing. My impression is that as the amount risked per trade increases then so does the sharpe ratio (up to a point, anyway). However as risk increases the amount of time in a drawdown also...

On the Trader Myers-Briggs Personality Type thread of the 48 people who give their type 22 are INTJs according to my count. If memory serves INTJs make up about 3 or 4% of the population as a whole so this is quite a remarkable result. According to Myers-Briggs theory then it may simply...

Hi KS96, I've been following your posts with interest as you're trading in markets and in a time frame I'm interested in. (I'm currently a long term trend follower looking to diversify a little. Trend following is fine for capital appreciation but not so hot when it comes to consistent...