Trend Following Wizards: main CTA funds in the red in 2009!

follow- because if you are a big AUM trend follower, you'd only risk 1-3% of your capital on each uncorrelated trade, so you'd only have 3 trades to execute in 2009.
 
Quote from psytrade:

follow- because if you are a big AUM trend follower, you'd only risk 1-3% of your capital on each uncorrelated trade, so you'd only have 3 trades to execute in 2009.
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You make a good point - though I don't think they'd risk anywhere near 3% per trade, probably closer to 1%.

How many uncorrelated trades/trends were there in 2008?
 
Quote from thetrendfollowe:

I still don't understand WHY 2009 was a poor year for trend following CTAs?

These guys trades futures right?

There were massive trends in Gold, Oil, ES (and just about any other stock market index), AUD/USD.

What gives?? :confused:
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In http://www.iasg.com
Can you find some Trend Programs which had good performance in 2009 ?
 
This thread is a bit of a surprise to me also. I have been trading since 1966 and haven't seen a year ( since early March) where the trends and returns were everywhere - from domestic to international. And the mutual fund industry had their best returns since 1958! I had my best year ever too, not because I was smart or lucky but because I simply followed the trend.
 
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