Trend Following Research

[slavduja]

http://www.activetradermag.com/index.php/c/Trading_Strategies/d/Learning_from_strategy_performance

 

[Trend Following]

Quote from slavduja:

With all due respect Mr. Covel...

Trend following works as proven by many, but so do many other things. Soros has outperformed all trend followers and that's just one example.
Do they trade intuitively, possibly, but they sure know their fundamentals and macroeconomics.

Let's first agree words mean things. My comment was about testing intuitive whatever. Right?

 

[slavduja]

Quote from Trend Following:

Let's first agree words mean things. My comment was about testing intuitive whatever. Right?

I retract my posts, you're right. My bad.
For whatever reason I jumped the gun it was after midnight here when I posted.
My opinion on intuitive trading is on par with yours.Funny how Curtis Faith now is preaching using intuition in the process of trading. He is like an exact opposite of you.(lol)As you can see the reply i had to butterly was completely off topic and referring to building models using fundamentals .

 

[jurmajesty]

Hello to all,

A trend is someone's friend. Take the 30 min emini chart. Any emini chart. It contains several 5 min trends within the 30 opposite or true trend. These 5 min trends should be considered channels, not true trend. as the 30 min moves along with lower his and lower los...or opposite as it goes up..voila...trend is ur friend. Shorter the time frame the greater the trend becomes as ur enemy...

 

[Gabfly1]

Quote from marketsurfer:

Selling Bernie Madoff memorabillia or other items is some how wrong or evil? LACKs integrity or class?

If I recall, the monies in the Madoff auction went to the victims.

The buyers got a piece of wall street history and the sellers raised funds to reimburse the victims. Sounds like a win win voluntary exchange to me.

So when you were selling Madoff's unmentionables, was it your intent to donate the proceeds to his victims? Is that what happened?

This is from one of your aliases:

http://www.elitetrader.com/vb/showt...0540&highlight=madoff+memorabilia#post2670540

This is from another:

http://www.elitetrader.com/vb/showthread.php?s=&postid=3087330&highlight=madoff+lore#post3087330

There may well be others, but I don't have the time, and you get the point.

And so, please advise. Did you sell these items and donate the proceeds to any Madoff victim fund or some such?

 

[Rodney King]

Quote from Gabfly1:

I believe this is a flame Covel thread. If you feel compelled to flame Surf, he's at `The Surf Report--part 2.'

 

[Gabfly1]

Quote from Rodney King:

I believe this is a flame Covel thread. If you feel compelled to flame Surf, he's at `The Surf Report--part 2.'

For purposes of continuity, I am responding in this thread to surf's own post in this thread. I hope this doesn't offend your delicate sensibilities.

 

[Rodney King]

Quote from Gabfly1:

I'm just helping you seek out the attention from Surf you crave... "Thanks, Rod" is in order.

 

[ArbitRAGE]

I doubt any trend following research publication can get any more legitimate than this:

Trend-following Hedge Funds and Multi-period Asset Allocation
by Department of Operations Research & Financial Engineering, Princeton University

http://www.princeton.edu/~sircar/Public/ARTICLES/dimss.pdf

 

[Samsara]

Quote from Rodney King:

I'm just helping you seek out the attention from Surf you crave... "Thanks, Rod" is in order.

Questions for the person behind alias Rodney King:

1. Do you know David Goodboy personally?

2. There is no #2.