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    Trend Following Research

    I believe investors should benchmark the performance of their investments against a relevant index. Much of my effort relating to investing has centered around developing a trading strategy that is the absolute best that I can design and execute for me given the time I have available each...
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    Trend Following Research

    Large draw downs are a result, in part, of leverage and correlation amongst assets held. As such, large draw downs can happen to funds of any size. That said, large funds are, by definition, not as nimble as small funds. As Seth Godin would say, large funds can't achieve economies of small!
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    Trend Following Research

    If you are aware of any other trend following fund indices please feel free to share them. The Hennessee Group has many hedge fund indices but neither is for TF funds.
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    Trend Following Research

    The Trend Following Strategy Index beat the S&P 500 by about 14.8%/yr. Buying and holding the S&P 500 is the most commonly used benchmark but there is no perfect benchmark given that trend trading funds will likely trade multiple asset classes. For me personally, I look at my MAR (or CALMAR)...
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    Trend Following Research

    Please define "market as a whole". Is it the S&P 500? Is it all US equities? Is it North American equities? Is it all equities? What about bonds? What about forex? What about commodities? Trend trading usually involves many asset classes so which market would you compare a trend trading...
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    Trend Following Research

    The IASG Trend Following Strategy Index covers the period March 01, 1983 to the present. The compound annual rate of return for this index is 22.85% and the maximum draw down was 34.28%. Compare that to your preferred investing strategy. Here is a link to the IASG page...
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    Ipad 2

    I received my iPad2 a week ago and can tell you that it is not a replacement for a pc by a long shot. As a media player, it is great. The Flash issue hasn't been a problem for me yet. The fact that there is no way to use a Microsoft Access file short of remote controlling a pc is a problem...
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    Trend Following Research

    Dunn's drawdowns are very likely the worst of all the large TF firms. Each to his own, but I would not design a trading system with such large drawdowns. That being said, investors in Bill Dunn's funds know what they are in for when they invest with him.
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    Trend Following Research

    Jez Liberty posts monthly and YTD returns for a number of TF funds on his blog. Here is a link to his most recent post of the returns: http://www.automated-trading-system.com/trend-following-wizards-february-2011/
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    Trend Following Research

    Here is my two cents worth. You will never know in advance which markets are going to provide the best returns in the current year. You will never know how well a given trade is going to perform in advance. Some of my ETF models perform poorly for years and then make up for that poor...
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    Trend Following Research

    I am a trend trader who trades ETF's using leverage (up to 100%). I put my trades on Collective2 but my system there has been live only since July 28, 2010. Good luck trying to find successful trend traders who will tell you what they are doing. The development and execution of a good TF...
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    Ipad 2

    There are a few video reviews on Youtube worth watching. Everything I have seen and read regarding LogMeIn Ignition on the iPad 2 has been very positive. My iPad was shipped to me a few days ago so I expect it shortly. I plan to install LogMeIn Ignition and post a review here.
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    Ipad 2

    Can anyone offer an opinion on LogMeIn on the iPad2?
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    What exactly is a Holy Grail, in terms of characteristics?

    The Holy Grail of investing is realizing that there is no Holy Grail.
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    Trend following on the short side

    The return generated by a trend trading system depends on the strength and duration of the trends of the underlying securities plus the amount of leverage that is used. C2 limits the amount of leverage at 1:1 which I agree with for the site but I use a slightly higher leverage personally. The...
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    Trend following on the short side

    I would be a fool to expect to have that return annualized and have it every year. I designed the system to have a high MAR (Calmar ratio) and therefore included ETF's covering a wide range of asset classes. Also, I don't trade for a living and therefore had to design a system that has holding...
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    Trend following on the short side

    Mostly long but I will hold PSQ and RWM if I get buy signals for them. http://trendtrading.collective2.com/
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    Trend following on the short side

    Ed Seykota said that he found trying to make money by shorting to be about three times as difficult as making money with long trades. It comes as no surprise to me as an ETF trend trader that you find it difficult to develop a profitable algo for short trades.
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    Top Stock Picks for 2011

    Don't worry, I am not offering top stock picks! There is a good article on the WSJ site which reveals how poor stock recommendations put forth by analysts are. The article is here.
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    Old School System Developer

    Sounds like what Richard Dennis said about the Turtle trading rules.
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