Trend Following Research

Quote from Samsara:

Do you know David Goodboy
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As I wrote earlier in <i>this very thread</i>, "Like many others on this site, I like Surf and enjoy his company."

However I've had no business dealings with him. I do understand he's run into trouble with other people he met via E'trader, who regrettably didn't live up to normal standards of good business conduct and trustworthiness.
 
Quote from Rodney King:

As I wrote earlier in <i>this very thread</i>, "Like many others on this site, I like Surf and enjoy his company."

However I've had no business dealings with him...
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Shrewd. Very shrewd.
Quote from Rodney King:

...I do understand he's run into trouble with other people he met via E'trader, who regrettably didn't live up to normal standards of good business conduct and trustworthiness.
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But isn't marketsurfer a big proponent of "free enterprise" is all its unbridled splendor and glory? Caveat emptor writ large? The guy who sold copies of copies of the PTJ documentary for upwards of $500, and tried to sell Madoff's buslness card for $5,000? In fact, from this very thread:
Quote from marketsurfer:

Whoa, what a self indictment of traders! This thread is starting to sound more like a rallying cry of the Peoples Socialist Worker's Party instead of capitalism loving financial traders....
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Quote from Gabfly1:

Shrewd. Very shrewd.
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I realize now I could have been misinterpreted. I mentioned I have no business involvements with Surf only to make clear I'm unbiased. But I see now it could have been read as questioning his probity, which was in no way the intent.

I need to keep in mind the trolling community on ET might include librarians, vendors, deinstitutionalized mental patients, paroled prisoners, or who knows what. I can't assume my comments are being read by traders and money managers.
 
Quote from Rodney King:

...I need to keep in mind the trolling community on ET might include librarians, vendors, deinstitutionalized mental patients, paroled prisoners, or who knows what...
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That's what gives ET its charm. In which of these categories do you and surf fit?
 
Quote from 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
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It is not online, but The Winton Papers are a great piece of trend following literature:

http://www.michaelcovel.com/2010/11/06/the-winton-papers-speculation-wise/

Part of it:

http://www.turtletrader.com/drawdown.pdf
 
Looks like March was a generally soft month for the trendfollowers... Cpbell -6, Chspk +1, Eckh -1, Dunn -12, EMC -4, Grhm -3, JWH -1, Millbn -3, Transtr -2, Wllbridge +2, Wint unch.
 
Quote from Rodney King:

Looks like March was a generally soft month for the trendfollowers... Cpbell -6, Chspk +1, Eckh -1, Dunn -12, EMC -4, Grhm -3, JWH -1, Millbn -3, Transtr -2, Wllbridge +2, Wint unch.
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Whoa, Dunn got creamed, as well as the others. Looks like most guessed wrong on direction this month. Add in the high fees and costs--I bet there are more than a few angry new trend follower investors. Wonder what the big man is doing to buck the down trend in March results??

Surf
 
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