Quote from man:
how many positions do you run at anyone time?
i remember sometime in the nineties we, like everyone else, thought that futures are so limited, why not go to stocks and trade trendfollowing on thousands of time series instead of fifty. never worked out at least for us. suddenly they all correlate. grats taht you amde it run.
twice the sharpe ratio of the sp was probably still a choppy ride ...
Quote from ProfLogic:
No one makes millions by ignoring price.
Quote from mind:
Hank
do you know an individual "mara"?

Quote from hank rollins:
i agree with you, prof. woodie seems to make a strong argument that price is not needed, however. he has 100's or perhaps 1000's of followers who trade the same way. i try to stay open to new techniques, but this one does seem quite odd to me. if any one is interested in what we are talking about, check out the yahoo interview here:
http://biz.yahoo.com/tm/050425/12545.html?.v=1
