Trend Following Research

Quote from marketsurfer:

I don't have current statistics as I am not an investor in the large CTA operations.
Certainly some are here and can report the details

I know in the past John Henry and others whom I can't recall have reported drawdowns of 40 plus percent.
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JWH is volatile as hell, no doubt. But come on Surf, they have had 100%+ yearly returns in the past.

Your arguments, as usual, are weak.


You are the one who always preaches" you have to take risk !". You routinely have huge drawdowns with your trading calls. You go for the kill and like to "ride the trend waves".

Surf.....hate to say it......




You are a lot like a trend follower !!



Hilarious.
 
Quote from fjpenney:

Dunn's drawdowns are very likely the worst of all the large TF firms. Each to his own, but I would not design a trading system with such large drawdowns. That being said, investors in Bill Dunn's funds know what they are in for when they invest with him.
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Bill Dunn's investors have made a FORTUNE over time. He has some big drawdowns, and some monsterous returns. If you read about Dunn he actually interviews his potential investors, warns them about volatility, then he decides if he wants then to invest. He basically says "this is what I do......if you don't like it go invest elsewhere". The guy is one of the best traders ever to play game.
 
Quote from Neenisti:

I own "Trend Following" and have read it more than a few times. It was written based on old references at the time it was published 7 years ago. It is a good book but written by someone that doesn't personally use the techniques in the book.

Trend followers buy pull backs in up markets and sell pull backs in down markets. This is common knowledge for those applying the techniques or for those of us that actually know people who operate funds that use those techniques. Maybe you should widen your horizon on your reference material to those actually using the techniques instead of individuals that simply write e you also believe Paul Revere made the entire ride from Boston to Concord as well.

Regurgitation of commonly accepted information is what an average high school journalist does. Great journalists do the research to insure their statements are based on concrete facts.
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I am in the book, so I am well versed in its content. In addition to actively placing capital with funds-- I know a little. I agree, it's a good book.

While there is a very short term edge ( less than 7 days time) when buying stocks that have pulled back, extensive studies on literally 10000's of trades have clearly shown no edge exists with this tactic over the longer term used in "trend following".

Now if you insist that every tic is a trend like a popular guru type on this board does, there is really no sense in chatting.

I disagree with your statements and definitions. Definitions are definitions regardless of whom espouses them. Regards. Surf
 
Quote from EPrado:

Yeah....those who have been buying gold highs the last year are really hurting....lol.


Surf....PLEASE STOP !!!! [/


.

You know I shorted gold Friday :D Follow on surf report part 2

Surf :cool:
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Quote from EPrado:

JWH is volatile as hell, no doubt. But come on Surf, they have had 100%+ yearly


You are the one who always preaches" you have to take risk !". You routinely have huge drawdowns with your trading calls. You go for the kill and like to "ride the trend waves".

Surf.....hate to say it......




You are a lot like a trend follower !!



Hilarious.
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I'm a trend rider and anticipator.( although I hate that term, despite my llc's name) Not a trend follower. Big difference. Surf
 
Quote from marketsurfer:

Quote from EPrado:

Yeah....those who have been buying gold highs the last year are really hurting....lol.


Surf....PLEASE STOP !!!! [/


.

You know I shorted gold Friday :D Follow on surf report part 2

Surf :cool:
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For your cause I hope it drops to 800 by Tuesday.....but until Gold shows it's hand/it's done goin down, I wouldn't short it. They guys who bought it at 1300 will be selling it to you as you cover at 1600.
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Quote from EPrado:

For your cause I hope it drops to 800 by Tuesday.....but until Gold shows it's hand/it's done goin down, I wouldn't short it. They guys who bought it at 1300 will be selling it to you as you cover at 1600.
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Yeah, I got smashed on my last foray into gold. I'll close the trade out long before 1600.
 
Quote from marketsurfer:

I'm a trend rider and anticipator.( although I hate that term, despite my llc's name) Not a trend follower. Big difference. Surf
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Oh yes...I know the difference. You stand in front of the wave, let it smack you, flip you around, bury your face in the sand, kick the crap out of you.....and if lucky you are still on board as the wave heads back to sea.


Trend followers Let that wave hit the beach, jump on as it heads back out to sea, and ride it to the land of huge gains.
 
Quote from marketsurfer:

I'm a trend rider and anticipator.( although I hate that term, despite my llc's name) Not a trend follower. Big difference. Surf
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The trades listed in your journal are conducted through your llc?
 
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