Trend Following Research

Quote from slavduja:

Also if you can direct me to some good portfolio management/selection literature it would be appreciated.

Best free advice? Go to all the websites of pro trend traders and read up: Transtrend, Altis, Dunn, Millburn, Winton, Hawksbill, Tactical, etc.
 
Quote from Roark:If trend following is so phucking profitable, why does the OP find it necessary to sell so much over-priced crap?
I wonder the same when I see business school professors selling MBA courses and business books.

If running a profitable business was so simple then why do these professors sell over-priced ivy-league degrees instead of running their own profitable business?

Same thing isn't it?
 
Quote from Trend Following:

What is this 'bring out the gimp' time?

Everyone learns from someone ... and learning does not mean 'submission'.

Actually, if you are going to learn efficiently it does. In the medical field for one example you do not question your professors or your preceptors. Do it the way it is taught or you will not practice.

The same would be true if you are going to learn a technical skill like trading. Not being submissive to Dennis is the reason many Turtles washed, but since you do not do anything technical I would guess you have a lot of latitude.
 
Quote from Roark:

Check out the OP's website. It's hilarious:

<img src="http://www.elitetrader.com/vb/attachment.php?s=&postid=3100765">

If trend following is so phucking profitable, why does the OP find it necessary to sell so much over-priced crap?

OMG!!!

You Mr Covel, are a marketing predator, and a pure opportunist. That is just shamefull:D
 
Quote from ProfLogic:

Jack,
Nice to see you breathing.
Our resident multi-alias multi-banned hedge-fund-hog started a thread this morning that you died.
Luckily the mods deleted it and canned him again. Hopefully soon they will ban his IP once and for all.

They have killed Jack a couple time before:D
 
Quote from RCG Trader:

Actually, if you are going to learn efficiently it does. In the medical field for one example you do not question your professors or your preceptors. Do it the way it is taught or you will not practice.

The same would be true if you are going to learn a technical skill like trading. Not being submissive to Dennis is the reason many Turtles washed, but since you do not do anything technical I would guess you have a lot of latitude.

Medical analogy to trend trading is bogus.

The 4 Turtles who determined that Dennis was using the wrong risk management rules ... they were not 'submissive' were they? If they would have just trusted Dennis (as you propose), there may have never been a Turtle trading lesson/legend. Their work generated this:

e9445845.jpg


Dennis clearly would have been much better off in the long run if he followed Eckhardt's lead.
 
Quote from Trend Following:

Medical analogy to trend trading is bogus.

The 4 Turtles who determined that Dennis was using the wrong risk management rules ... they were not 'submissive' were they? If they would have just trusted Dennis (as you propose), there may have never been a Turtle trading lesson/legend. Their work generated this:

e9445845.jpg


Dennis clearly would have been much better off in the long run if he followed Eckhardt's lead.

I can see you are a bit slow.

AFTER one has learned to practice with sound principles THEN they can seek iterative refinement of those principles. This is called the scientific method.

Mr Covel, you are a fine example of why it is best to pick mentors, buy books and courses from someone who actually does what they purport to teach

Edit: In fact Mr. Covel, your opening statement tells it all...four TURTLES, not student turtles.........:D
 
Quote from RCG Trader:

They have killed Jack a couple time before:D

He is the highlander, surfing through the centuries

i think i met him 300 years ago

now there can be only one:D
 
Quote from RCG Trader:

Edit: In fact Mr. Covel, your opening statement tells it all...four TURTLES, not student turtles.........:D

What are you trying to say? What is the distinction you think you are drawing?
 
Quote from Trend Following:

What are you trying to say? What is the distinction you think you are drawing?

Wow.....just wow.....

To the lurkers, I took the liberty of coding up The Real Turtle Rules. I will give the code away free of charge. They work fine and I will explain anything that needs to be explained. The platform is Amibroker, but I am sure they can be easily converted.

https://www.bsp-capital.com/documents/turtlerules.pdf
 
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