Archive
Author: Michael Covel
- February 7, 2009Lucky Survivors!
A critic has been on here recently with the argument, and I paraphrase, “trend followers are lucky survivors who were flipping coins with terrible Sharpe ratios who will soon blowup.” His last…
- February 6, 2009Winton Capital: Systematic Trend Follower
Winton Capital, a trend follower based in London, had a great 2008.
- February 5, 2009Michael Covel Models New Stimulus T-Shirt
I am getting ready for the new world order baby: If you can’t beat ’em, join ’em!
- February 3, 2009Ed Seykota Words of Wisdom
Here is a recent Ed Seykota thought from his blog that is always ignored by the politicians: Part of the effective way to fix things is to stop trying to fix things……
- January 31, 2009Trend Following Trader Transtrend
Four slides that provide background data on trend following trader Transtrend: 1 2 3 4
- January 21, 2009Systematic Trading Wisdom from Philip Crawford
From the International Herald Tribune circa February 1, 1992 comes this article “The New High-Tech Investing: Computer as Fund Manager” By Philip Crawford: The specter of a computer-dominated society has long been…
- January 13, 2009Millburn Ridgefield 2008 Trend Following Performace
Millburn Ridgefield, a trend follower with performance back to 1977, made nice gains in 2008 (PDF). More.