Trend Following Research

EPrado · Apr 7, 2011

Quote from marketsurfer:

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

Yeah...Dunn's investors must be livid:

2011 (3.19)
2010 30.75
2009 (.58)
2008 51.45

It's hilarious how you trash trend followers when they have their first drawdown....but go into hiding when they do great.

March was brutal for a lot of funds...your boy VN's brother got clobbered as well.....down over 10%.

The funny thing is you call trend followers guessers, but have been embarassing yourself for years on here with your horrendous "trading" results. With your "studies" and heresay from insiders you continually to make mistakes that rookie traders make when they first get into the biz. I have been in the trading business for 19 years....and what you call trading is some of the worst I have ever seen. Seriously man..you do almost everything wrong. The best part is you have some gigantic ego and act like you are some accomplished trader. Newsflash Surf..you are far from that...stick to writing cute little articles for Yahoo finance.

marketsurfer · Apr 8, 2011

Quote from EPrado:

Yeah...Dunn's investors must be livid:

2011 (3.19)
2010 30.75
2009 (.58)
2008 51.45

It's hilarious how you trash trend followers when they have their first drawdown....but go into hiding when they do great.

If you note, I state NEW INVESTORS, not ALL investors to make the distinction. 2008 was my best year ever, also, and the strategies had nothing to do with trend following---

Butterball · Apr 8, 2011

Quote from marketsurfer:

If you note, I state NEW INVESTORS, not ALL investors to make the distinction. 2008 was my best year ever, also, and the strategy had nothing to do with trend following---

You said the same thing in 2005/6: "New investors in trend following funds will get creamed in the next couple of years".

Guess what? You were wrong. All the big trendfollowing funds cleaned up 2006 to 2011, net of fees.

Is the truth so hard to admit?

EPrado · Apr 8, 2011

Quote from marketsurfer:

If you note, I state NEW INVESTORS, not ALL investors to make the distinction. 2008 was my best year ever, also, and the strategies had nothing to do with trend following---

Surf...your act is old. You have a hard on against these guys because you and fellow blowout trader Victor Neiderhoffer don't understand how their methods succeed. ANY time there is a downtick on TF's performance you come on here with your anti TF pom poms and cheer away.

At the end of the day guys like Dunn are still in the trading world and have huge success...while guys like VN are on the sideline after blowing out. The scoreboard don't lie Surf.

EPrado · Apr 8, 2011

Quote from Butterball:

You said the same thing in 2005/6: "New investors in trend following funds will get creamed in the next couple of years".

Guess what? You were wrong. All the big trendfollowing funds cleaned up 2006 to 2011, net of fees.

Is the truth so hard to admit?

Surf is so sad. TF's have a LONG history of great success. Poor Surf cant handle it. His jealousy is hilarious. He praises guys like Vic Neiderhoffer , who have lost all their clients money not once.....but twice...and are out of the biz....but tries to trash the TF's who are still going strong for a long period of time.

Keep fading those moves Surf and getting killed.

Expect Positive · Apr 8, 2011

Quote from EPrado:

Surf...your act is old. You have a hard on against these guys because you and fellow blowout trader Victor Neiderhoffer don't understand how their methods succeed. ANY time there is a downtick on TF's performance you come on here with your anti TF pom poms and cheer away.

At the end of the day guys like Dunn are still in the trading world and have huge success...while guys like VN are on the sideline after blowing out. The scoreboard don't lie Surf.

I think March's results are interesting the same way May 2010 results were.

EPrado · Apr 8, 2011

Quote from Expect Positive:

I think March's results are interesting the same way May 2010 results were.

Not surprising that most funds had a rough March. Huge whipsaw moves could have clobbered both TF and mean reverting funds. Which is what happened.

The volatility was so short lived and violent it hurt everyone.

kut2k2 · Apr 9, 2011

Quote from EPrado:

Not surprising that most funds had a rough March. Huge whipsaw moves could have clobbered both TF and mean reverting funds. Which is what happened.

Aren't mean reverting funds designed to take advantage of whipsaws? Or am I missing the whole point on how RTM trading is done?

Fishmonster123 · Apr 13, 2011

I'm new here. I'm looking for a message board where people talk about the specifics of what they do and when they do it. Thought this would be a logical place, but in scanning the last couple of years' worth of posts, it seems like it's really more of a place for people to engage in flame wars. The discussion seems to be whether trend following is/is not a good idea.

I'm already sold on the idea. That's why I'm here. But I'm far more interested in hearing about how small retail investors, with limited funds (50K in my case), get off the ground. What markets are you trading? How many markets are you trading? How did you come to those decisions? Where are you entering, and how did you come to those decisions? What kind of research are you doing? Where are you finding that research? Where are you setting your initial stops? Where are you exiting?

If no one wants talk about this, or if everyone feels protective of their proprietary secrets, or if someone wants to sell me their services, then I'll move on. But I thought I would throw it out there.

Neenisti · Apr 13, 2011

Quote from Fishmonster123:

I'm new here. I'm looking for a message board where people talk about the specifics of what they do and when they do it. Thought this would be a logical place, but in scanning the last couple of years' worth of posts, it seems like it's really more of a place for people to engage in flame wars. The discussion seems to be whether trend following is/is not a good idea.

I'm already sold on the idea. That's why I'm here. But I'm far more interested in hearing about how small retail investors, with limited funds (50K in my case), get off the ground. What markets are you trading? How many markets are you trading? How did you come to those decisions? Where are you entering, and how did you come to those decisions? What kind of research are you doing? Where are you finding that research? Where are you setting your initial stops? Where are you exiting?

If no one wants talk about this, or if everyone feels protective of their proprietary secrets, or if someone wants to sell me their services, then I'll move on. But I thought I would throw it out there.

There are plenty of threads that meet your needs, just search around. I think you'll probably find some of the journal threads interesting. Not all threads here on ET are invaded by or saturated with flamers, vendors or bogus intellectuals.