Trend Following-Trend Commandments

Quote from marketsurfer:

http://www.advancedtrading.com/jobs/l/?id=1549

trend follower jobs

"Of particular interest are strategies with intraday to several days holding periods, with Sharpe 2+, single digits drawdowns and significant, 7 figures + trading capacity. "

I have an SPY trend system that can do most of this. Sharpe is only .4 over the past 6 years but it averaged 43% annually. 2012 was the first year out of sample.

Glassy smooth equity curve is a huge constraint.
 

Attachments

Back
Top