Trend Following-Trend Commandments

[Trend Following]

Understanding Your Relationship to Risk: Rolling the Dice and Loss Aversion:

http://www.michaelcovel.com/2011/10...p-to-risk-rolling-the-dice-and-loss-aversion/

 

[Rodney King]

Mike, What numbers are you hearing for Dunn, Chesapeake, Graham et. al. for Oct? Thanks.

 

[Rodney King]

Little bit of a bounce in Nov so far....

http://tinyurl.com/7qq27sw
Newedge CTA Trend Sub-Index
Nov-03ROR† MTD† YTD†
-0.11% 1.06% -7.66%

 

[Trend Following]

Review: http://www.michaelcovel.com/2011/11/28/review-the-little-book-of-trading/

 

[Trend Following]

Trend Commandments excerpt: http://www.michaelcovel.com/2011/11/26/games-people-play/

 

[bwolinsky]

Quote from Trend Following:

Trend Commandments excerpt: http://www.michaelcovel.com/2011/11/26/games-people-play/

Michael, do you have performance statistics for your flagship product? What have your users reported with regard to their profitability after the program?

 

[Wide Tailz]

Quote from FXTradingPips:

It's always interesting the TF versus mean reversion argument... but why not both? Mean reversion works most of the time, gets slammed some of the time, trend following works some of the time and occasionally produces outsized returns. Trend following normally performs well when mean reversion doesn't and vice versa... so why not both? My experience is running mean reversion on stocks and bonds whilst trend following on commodity and currency futures works nicely, a lot smoother than one or the other...

I really like the idea of overlapping noncorellated strategies.

 

[Trend Following]

New article of mine in DEC SFO Magazine.

 

[Trend Following]

Three trend following entries:

1. http://www.michaelcovel.com/2011/12/01/there-is-no-way-to-forecast-this/

2. http://www.michaelcovel.com/2011/11/30/this-last-week-has-been-about-as-wild-as-i-have-ever-seen/

3. http://www.michaelcovel.com/2011/11/30/hubris-and-blind-faith-in-their-models/

And while not a trend follower, and while I disagree with his strategy, Ben Stein nails "the take care of self" view accurately here.

 

[Rodney King]

Quote from bwolinsky:

Michael, do you have performance statistics for your flagship product?

I don't think he sells a specific fixed strategy that lends itself to standard performance metrics -- but I may be wrong.