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No it's not common sense. It's your personal assumption, nothing else. Are monthly drawdowns smaller if you trade tick data compared to EOD daily bars? Are monthly drawdowns smaller if you trade if you trade daily bars as compared to weekly bars? Are monthly drawdowns smaller if you trade...

You're assuming "monthly data = huge drawdowns". Post proof, don't just assume. I have backtested weekly and monthly data drawdowns vs. daily EOD bars and you're wrong.

http://www.pitrading.com/historical_data.htm

Absolute nonsense based on intuition, not facts. Shows how clueless you are. Keep guessing.

I love the media spin on how the "decline is slowing"... -6.3% annualized for Q4 vs. -6.1% annualized for Q1.

1. Where did he tell people to short stocks 6 week ago? He didn't like stocks one year ago and he didn't like them 6 weeks ago. He doesn't like them now. A difference too hard to understand? 2. Unlike Jim Rogers, Jim Cramer, Peter Schiff or Marc Faber, Hendry has a public track record over the...

He's been bearish on global stocks since I've first seen him on CNBC Europe one or two years ago. It's not like he made a call to short stocks a couple weeks ago, get real.

He's bullish on the USD, not shorting it.

I posted one article in this thread. It was updated through 2008 with out of sample data. On SSRN, look for the keywords * EMT (efficient market hypothesis) * momentum * managed futures * tactical/commodity asset allocation If you find the SSRN papers outdated, why not take their...

Who says markets are random and you have to guess market direction? If markets were efficient and random then what's the point of trading? Trendfollowers exploit a market inefficiency, namely the tendency of past direction determining the bias of future price movement across different asset...

http://online.wsj.com/article/SB124087948984561797.html "As unemployment rises and discretionary income shrinks, millions fewer Americans are driving. For commuters, that means some of the worst bottlenecks in the country are easing. Americans drove 8.6 billion fewer miles in January and...

Even if the EUR declines 30% the US CPI could well be positive over the next 10 years. One could even argue they're somewhat uncorrelated. How does that make the EUR a good hedge?

http://www.thelocal.de/money/20090425-18877.html A Bafin spokesman warned that the sums were easily open to false interpretation and needed to be evaluated with great care. :cool:

The best hedge against high or hyperinflation I can think of is a basket of 3-4 trendfollowing CTA funds with 10+ year trackrecords. They will benefit from high asset price volatility and give you leveraged exposure to currency/commodity/interest rate swings. If however the entire inflation...

http://www.indexuniverse.com/sections/newsinfocus/5692-indexiq-plans-to-launch-15-more-hedge-fund-like-etfs.html Assuming the Securities and Exchange Commission finds no special quirks to halt a launch, the new ETFs will be the: * IQ CPI Inflation Tracker ETF [...]

I hear China is interested in Jamaican agricultural commodities, i.e. weed :cool:

The zerohedge guys don't realize that RIEF and Medaillon are completely unrelated. Also: http://humblestudentofthemarkets.blogspot.com/2009/04/quant-funds-august-2007-and-now.html Seems this hysteria about "Quant funds blowing up left and right" might be a bit exaggerated (compared to Aug...

This "strategy" could be right out of Victor Niederhoffer's playbook. Picking up nickles in front of a steamroller. Going for 99 wins and getting wiped out on the 100th.

Funny how he stresses that.

http://www.bloomberg.com/apps/news?pid=20601109&sid=a7XWhB9as2Xg&refer=home April 24 (Bloomberg) -- For British rats, the worst of times has turned out to be the best of times. The vermin more associated with the Dickensian era than modern Britain are thriving, with shuttered shops and...