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Hi Michael,
I’ve got a lot of the Trend Following products. I trade stocks only. I’m just curious if the trend following strategies of John Henry, Salem Abraham, Ed Seykota etc. are a well guarded secret. I never see anything written about their exact strategies other than the Turtle Trading strategy. I’m sure they’re not using 55 and 20 day breakouts but I’m also sure that successful traders don’t divulge their exact strategies. Can you shed any light on this.
Thank you,
Bill D.
When I started I looked at all the pro performance data. It was correlated. That’s the foundation of my books. I’ve never once worried about the exact parameter value one might use if the performance is similar. Maybe you are looking at this through the wrong lens?
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