trendfollower: what is new to your market list?

M

man

hi gents

additional market diversifies as much as additional strategy (don't quote me on that ... it is just meant as an illustrative statement), so i wonder if there are long term trend followers who included new markets as of lately. i am thinking about credit indices (maybe even tranched ones), asian equities (china, india) or ... whatever ...
 
Exchange Traded Funds. New ones appearing daily. If you develop rule-based trading algorithms on historical data for the first 50 or so ETF's that came out, you may discover that you have large diameter cojones and wish to trade those algorithms on all the brand new ETF's.
 
Quote from man:

hi gents

additional market diversifies as much as additional strategy (don't quote me on that ... it is just meant as an illustrative statement), so i wonder if there are long term trend followers who included new markets as of lately. i am thinking about credit indices (maybe even tranched ones), asian equities (china, india) or ... whatever ...
More...

=========
re; a play on words ,on the word hi

Hi man;
Whats new is new highs [52 week] on some tek ,
oil/gas sector stocks........

By-buy;
for now:cool:Man
 
Quote from man:

hi gents

additional market diversifies as much as additional strategy (don't quote me on that ... it is just meant as an illustrative statement), so i wonder if there are long term trend followers who included new markets as of lately. i am thinking about credit indices (maybe even tranched ones), asian equities (china, india) or ... whatever ...
More...

Which credit indices were you thinking of and which derivs would you use to trade them?
 
contemplating on the cdx and itraxx series. as well thinking about single name cds, maybe trading baskets of them. bid ask spreads seem to be lower in reality than what is "officially" the talking ...

short tradeable time series are key problem. with the tranched indices the roll-overs as well. proxys might be longer term bond indices, like the merrill lynch series. credit smells to me like a well trending game ...
 
Quote from man:

contemplating on the cdx and itraxx series. as well thinking about single name cds, maybe trading baskets of them. bid ask spreads seem to be lower in reality than what is "officially" the talking ...

short tradeable time series are key problem. with the tranched indices the roll-overs as well. proxys might be longer term bond indices, like the merrill lynch series. credit smells to me like a well trending game ...
More...

I agree credit has the potential to be a good trending market.

The European Itraxx has only been around since 2004 so not enough data to back-test LTTF with any decent level of confidence. Is there any viable retail access to the CDS markets?

In terms of bonds there are the more obscure futures such as CONF and swapnote TWS which might trend.
 
cds data is as scarce as itraxx. secretive between big banks. biggest vendor is markit partners. data some years back.
 
Quote from horribilicus:

Exchange Traded Funds. New ones appearing daily. If you develop rule-based trading algorithms on historical data for the first 50 or so ETF's that came out, you may discover that you have large diameter cojones and wish to trade those algorithms on all the brand new ETF's.
More...


you do not mind short data series?
 
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