Trend Following Research
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He is not a hard right winger T-dog. He is a Ron Paul type libertarian if anything. Believe me, he would not have me a friend if he were. Southern style right wingers would love to catch me on dark country road, believe me.
Sorry Prof, I know you can fight ur own battles, T-dog is a decent cat, but he hates everything Limbaugh, Hannity, Beck, or Fox. It clouds his perception at times. Had to let him know you ain't that. Not by a long shot.
Edit: Although you DO live in Ohio
Quote from RCG Trader:
He is not a hard right winger T-dog. He is a Ron Paul type libertarian if anything. Believe me, he would not have me a friend if he were. Southern style right wingers would love to catch me on dark country road, believe me.
Sorry Prof, I know you can fight ur own battles, T-dog is a decent cat, but he hates everything Limbaugh, Hannity, Beck, or Fox. It clouds his perception at times. Had to let him know you ain't that. Not by a long shot.
Edit: Although you DO live in Ohio
I know . . .
Ron Paul Rules!!
Flat tax for ALL! (Corporations included)
Religious Right is Half Wrong!
Limbaugh, Hannity & Beck are just plain wrong.
Not all Fox is bad; Glee, Fringe, Idol, The Cleveland Show, American Dad, Raising Hope, Human Target & house save it.
Ohio is OK . . . except for the flooding . . . yuck.
OK, enough of the political rant.
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Got some of the cons in here into my new book. Into a chapter called Snow Jobs.
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Having conversations with folks who appear to be pathological liars -- not fun. Your entire world seems to be made up. No proof for what you say. Its as if you repeat it long enough -- it becomes real.
Eckhardt interview in Futures mag -- http://bit.ly/gQSVfH
Great article, Rodney. Thanks for making me aware of it. Is Eckhardt saying trend following doesn't work here?
"â¦Trend-following doesnât work only because of the tail risk but tail risk turns up the volume.
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FM: We spoke to Richard Dennis a couple of years ago and he said that trend-following is getting more difficult and systems donât hold their edge as long. Do you agree?
BE: In general I agree that it is getting harder and you have to improve, though I donât know that you have to improve faster. Hastiness can be costly in this game. When you are doing your research and you are improving, it should be with the confidence that the system you are currently trading is good. The value of the current system you are trading gives you the time to make a deliberate and cautious improvement. "
Also the section on curve fitting seems to be very applicable to amateur system sellers.....
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Eckhardt has distinct views on the subject. I believe he said TF would cease working in the early 90s. Regardless of what anyone says, or how many PhDs they have on staff, the only thing someone can do to really judge and compare TF traders is to look at their performance data month by month. Everyone can look at that and make their determination.
My opinion is we are talking about definitions. Of course trend following works if you guess correctly that the current direction will continue---- the market has to move in your direction to make money while directionally trading after the entry.
The question is, does trend following offer any edge on the entry, or is it no better than random? I say no better than random entry, therfefore it's a flawed concept at the core.
The question is, does trend following offer any edge on the entry, or is it no better than random? I say no better than random entry, therfefore it's a flawed concept at the core.