Trend Following "SUPER FUND" down

Quote from marketsurfer:

well, hey, a method is a method. i guess you have retracted your claims of perfection. that was ( is ) my only issue with your claims. surf
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My name is Bill, that doesn't mean I come monthly and expect to be paid accordingly.
 
Quote from makloda:

I posted one article in this thread. It was updated through 2008
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Posted was Harris & Yilmaz 2008, as below. Mr Surf mentioned he didn't see a link, which was strictly true -- Mr Makloda attached the paper itself rather than linking to it.

The paper is of possible interest and does include data thru early 2008 (quite fresh for SSRN material) and thanks are due Mr Makloda for bringing it to our attention.

One quirk -- the authors use monthly (!?) data, as below -- an odd choice in this day and age. Certainly impairs the paper's relevance to what real-life trendfollowers do.

A Momentum Trading Strategy Based on the Low Frequency
Component of the Exchange Rate
Richard D.F. Harris
University of Exeter

Fatih Yilmaz
Bank of America
Paper Number: 08/04

August 2008 ....

3. Data and methodology

Data

The moving average and low frequency momentum trading strategies are applied to monthly data on the G10 ex-USD currencies (EUR, JPY GBP, CHF, SEK, NOK, AUD, CAD and NZD) measured against the USD. ....
 
Quote from ProfLogic:

My name is Bill, that doesn't mean I come monthly and expect to be paid accordingly.
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What the F? How perverted. Just another old retired woodie gummy type polluting resl trader threads with stupid statements. This site is a joke
Random statements. Deck out the gummy woodie site for more trading humor
 
Quote from ProfLogic:

Care to answer the last posts directed your way or a simple decline would do.
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Why doesn't a simple add to the ignore list suffice? I don't know how you guys have the patience or time for this. After playing with the clowns/trolls for a few rounds of rebukes, doesn't it get old? :confused:
 
Quote from Sushi:

What the F? How perverted. Just another old retired woodie gummy type polluting resl trader threads with stupid statements. This site is a joke
Random statements. Deck out the gummy woodie site for more trading humor
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Bills come monthly.
Bills are paid monthly.
If you are reading anything more into that than that, you have a problem.
We already know you have no sense of humor.
 
Quote from ProfLogic:

Bills come monthly.
Bills are paid monthly.
If you are reading anything more into that than that, you have a problem.
We already know you have no sense of humor.
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HUH? I don't get it. Your seminar buyers pay you monthly as you bill them?
 
Quote from Syprik:

Why doesn't a simple add to the ignore list suffice? I don't know how you guys have the patience or time for this. After playing with the clowns/trolls for a few rounds of rebukes, doesn't it get old? :confused:
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HUH??? Any pr is good pr when your own a shoestring budget selling seminars to third world wannabees
 
Quote from Syprik:

Why doesn't a simple add to the ignore list suffice? I don't know how you guys have the patience or time for this. After playing with the clowns/trolls for a few rounds of rebukes, doesn't it get old? :confused:
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You're right . . . ignore.
 
Quote from makloda:

Who says markets are random and you have to guess market direction? If markets were efficient and random then what's the point of trading?

Trendfollowers exploit a market inefficiency, namely the tendency of past direction determining the bias of future price movement across different asset classes. SSRN (www.ssrn.com) has half a dozen of scientific publications substantiating this claim.

Keep posting away your typical BS replies without ever substantiating anything

- Surf's Theory #1 "Markets are random"
- Surf's Theory #2 "No edge in trend following"
- Surf's Theory #3 "Trends only exist in hindsight"

Why keep repeating the same old, Surf? Why not post "God doesn't exist". The resulting discussion with you will be just as fruitless as these trend following threads. You refuse to look at verified facts -- or, much more likely, you don't understand them -- while all your answers are not verified facts but merely an opinion.
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Facts are the study you posted uses monthly data. must be ultra long term trends being analysed. imagine the drawdowns with that type of strategy, just like buy/sell hold and hope.

of course if you GUESS direction right and can withstand massive drawdowns that may or may not recover, buy/sell hold AKA trend following can actually work....

surf
 
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