Trend Following Research (PDFs)

[maler]

Michael, say I am a believer and would like to follow in Dunn's
footsteps. Looking at his track record published on your website,
I need to find a backer that will not pull the plug in a 60% drawdown
of many years in legth. More recently it looks like a 10 year
long drawdown. Do you think such a backer exists?

 

[Rodney King]

http://nyti.ms/1ehYLRa

The New York Times Company said on Saturday that it had agreed to sell The Boston Globe and its other New England media properties to John W. Henry...

 

[Trend Following]

Quote from maler:

Michael, say I am a believer and would like to follow in Dunn's
footsteps. Looking at his track record published on your website,
I need to find a backer that will not pull the plug in a 60% drawdown
of many years in legth. More recently it looks like a 10 year
long drawdown. Do you think such a backer exists?

Find the people who tolerated (2) S&P -50's, a Nikkei -77 and a Nasdaq -77 ...

 

[Maverick74]

Quote from Trend Following:

Find the people who tolerated (2) S&P -50's, a Nikkei -77 and a Nasdaq -77 ...

That's actually a good response.

 

[Trend Following]

Quote from Rodney King:

http://nyti.ms/1ehYLRa

The New York Times Company said on Saturday that it had agreed to sell The Boston Globe and its other New England media properties to John W. Henry...

Wonder what the story is there.

 

[Rodney King]

Quote from Trend Following:

Wonder what the story is there.

Don't know the backstory, but I image we'll see a lot of pro-trendfollowing editorial content in the BoGlo going forward...

 

[jack hershey]

Quote from Trend Following:

Wonder what the story is there.

the NYT has determined the edges of the NA continent are going to fall off.

IBD will probably be sold to Henry also.

Google "underwater" as a non TA facet of CW trading.

 

[Trend Following]

Quote from jack hershey:

the NYT has determined the edges of the NA continent are going to fall off.

IBD will probably be sold to Henry also.

Google "underwater" as a non TA facet of CW trading.

I would like to have you on the podcast Jack. Let you explain your world. I am sure it would be interesting.

 

[Paradox1337]

Although published by an asset manager, I found the following paper to be quite insightful in providing an overview of TF performance in context to the last 2 years that have been marred by central bank intervention. Don't entirely agree with the methods used in the study but an interesting read nonetheless:
http://www.garrettassetmanagement.com/pdf/Garrett Year2012.pdf

 

[confusedxx]

I am interesting in trend following on more than Forex. Currently I do it on a mini forex account using an EA I have. I would like to do the same on stocks and mini futures. What broker, platform and programming language would be best for this?

Is there one platform for all types of investments? Also where can I backtest against good data to see how my strategy would work on mini futures and stocks?