Search results

As to the state of Trend Following, it will suffice to give just a couple of examples. I have always greatly admired the intelligence and approach of David Druz of Tactical Asset Management over the years. I have spoken to him several times and have been an investor in his funds. I have invested...

Hilarious. There used to be huge bullshit around trend following until the recent decade of crap performance. One of the worst of the charlatans was a bloke I used to call the Mouth. Never traded and his material was crap. But orf course he was selling a dream...make millions in any market. Wanka.

What a surprise. What about Granttini and the other acolytes?

Yes, I am aware of the products. There are rather a lot of them. And rather expensive I thought. My apologies - I was confusing you with the salesman above who calls himself a Trading God and seems to be promoting some form of automated trading scheme. Has four or five systems he seems to be...

Interesting to note that those who have spoken up in favour of Sykes are also salesmen. Perhaps I should take a look at their products also.

How interesting. Yes those documents (for what they are worth) are precisely what I am referring to.

Sykes publicly teaches his methods. Or are you saying he teaches one thing but trades something different?

I imagine you are talking of Simons rather than Sykes here? The latter seems to work on "a few indicators glued together". I am quite sure the former does not.

I have certainly had issues with bad prices on Quantconnect. Yes, I believe I know the system you are talking about on Quantopian. It was also ported to Quantconnect. You surprise me greatly by mentioning Simons and Sykes in the same sentence. The former a giant and the latter a pygmy.

As to the rules you mention, yes, these are all disclosed here there and everywhere in Sykes materials and more particularly by Grattini. Grattini is particularly good at disclosing what he is looking for. But I suspect you are right - he picks his times.

Quantconnect does not have level 2 data but is does have tick data and bid/offer data. Grattini admits he makes little use of any clues offered by the depth of the book - I wonder in any event whether spoofing goes on here which could render the book misleading. My suspicion is that the...

If so, then Sykes hides his methods quite well. Applying his disclosed rules on a systematic basis seems to provoke disaster. But I could easily have misinterpreted the information given out or indeed miscoded it.

No - but then is he actually being paid as a promoter? Perhaps he is? If so, he does not disclose that to his clients.

I find Quantconnect to be an excellent piece of software, but each to his own I guess. What exactly is Deustrader? The details on your website ares somewhat scant. Is it a signal service you are selling (or intend to sell)?

All systems which use "rules" can be automated. It is a pity that Sykes has not tried describing his rules to a computer. There again perhaps he has and he has some hidden genius he has not disclosed to his followers?

I was merely testing what Sykes claims to be trading, both long and short. Turned out his "systems" don't work. Assuming he described them fully in his various uninformative emails. I rather doubt Sykes has 50m systems and I do not believe he does any back testing. Although clearly he should...

Sykes and his colleagues baffle me. I spent many weeks on Quantconnect backtesting his strategies (to the extent he explains them) and they all resulted in 45 degree downhill equity curves. Google " Tim Sykes and Penny Stocks" and you will see my code. If anyone wants to adapt my code and...

Interesting you mention Timmay Sykes. I spent many weeks back testing his "patterns" using Quantconnect and they looked to be absolute nonsense. Everything he recommended lead downhill at 45 degrees. I am baffled.

Is this also what Medallion and Jim Simons does?

Agreed. When I strayed into systematic trading I took a lot of notice of others but that was by way of studying their code and using examples to develop my own ideas. Which is why I recommended Quantopian and a few other forums to somebody above. Wonderful free education.