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Who is JH?

Most of my strategies are not trend following.

Hmm, I don't trade with leverage. I don't need it to get significant returns and I wouldn't want the added risk this would bring .. unless I can somehow share in the profits but not the risk.

I am exploring opportunities. I trade quantified swing strategies, mostly daily but I have some weeklies and can modify some to even trade monthly. My primary strategies are doing very well so I wouldn't consider selling them or interfering with them, but I have lots of stuff that is still...

Hmm, I actively trade because I want higher returns and lower drawdowns than the market can provide. The drawdown of this model is more in line with the buy and hold approach, which I consider far riskier. In anycase I think it is an interesting perspective, to focus on the income stream...

I suggest you check with Broad Street trading: http://www.broadstreettrading.com/ I question whether they can really get you better execution than Interactive Brokers but they do have low commissions ... but also a $180 or more monthly fee for access to their trading platform.

I'm not clear why people that are successfully trading their own money are looking to complicate their life by managing other peoples money. In "Pit Bull" Marty Schwartz talked about how difficult it was to make the transition from trading his own account to trading other people's money. And...

Maybe this is true trading intraday, but some suprisingly simple trend following, counter trend, and even fundamental/technical quant strategies have an edge across days to weeks.

It's pretty rare that the correlation gets very high between my long and short stock strategies. Murray once said something to the effect that the holy grail is diversification of strategies. It works for me.

Hi, Here is a strategy: http://www.osam.com/pdf/Commentary_Sep10.pdf Essentially the article says that if you have a portfolio of high dividend paying stocks, your principal at times may go down but at those times yields go up. In the long run the portfolio appreciates so it not only...

At least 3 to 4%, w/o margin, prop shops, or day trading.

You could use an OCA - one cancels all order. I know Interactive Brokers supports this order type. With it you can place all 3 orders and when/if one is filled the others are canceled. From there you can enter the other positions, or not.

And how exactly do you know before it happens? Crystal ball?

Things are often not as they seem. A quick test on http://www.etfreplay.com/backtest_ma.aspx for SPY, from Jan 2000 shows: Total return of 30.4% with 9.9% drawdown using simple 200 moving average on the day price crosses the avg. Total return of 84.8% with 5.8% drawdown using 200 simple...

If your equity curves are so smooth, why turn the strategies off?

ALL data used to make investment or trading decisions are based on history, whether the data is fundamental, technical, quantitative, or a chart. Some find predictive information of value in historical data.

Re. the Ivy Portfolio, I've never had a problem with the website, but here's another with the same info, the author's blog: http://www.mebanefaber.com/timing-model/ The strategy was public a couple years before the book was published, I followed it in part in my 401K since early 2008, saved...

Good idea. It's hard to beat the flexibility of a good db and someone that knows how to write queries, but you'd be surprised what can be done in excel. I use an Addin called XLQ to pull in additional data on the stocks I trade, such as the volatility, trading range for the time I held, etc...

Excel is what I use. I track my weekly results across all accounts and can drill down on stats over any time frame. I also keep track of all my trades and can also summarize trade results by strategy on any timeframe. Helps me keep track of what is working and what isn't...

The timing strategy promoted in the book returned a loss of .59% in 2008. I wouldn't consider that "annihilated". See the year by year results in the paper available here: http://www.mebanefaber.com/timing-model/ or a chart of the real time returns (out of sample) here...