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Latest from Trend Following
- December 11, 2006Michael Gibbons on “Trend”
Michael Gibbons of Gibbons’ Trading LLC provides good insight on “trend”: “The reality is, most hedge funds make money on the long side of the market. That is, to get and maintain…
- November 3, 2006Mark Shore White Paper on Skew: Key Trend Following Insights
I had the opportunity to meet Mark Shore last spring in New York City at a presentation. His paper on ‘Skew’ (PDF) will be of interest to many readers: Skewness relates to…
- November 2, 2006Sabermetrician Bill James on Objectivity
I was forwarded this excerpt, which apparently first appeared on Victor Niederhoffer’s site from a contributor. It is Sabermetrician Bill James speaking, from his 1981 Baseball Abstract, on the difference between sports…
- October 20, 2006Brett Steenbarger Article
A good read (PDF) from Brett Steenbarger. An excerpt: It is not at all unusual to find that a trader is losing with a trend following approach because he or she is…
- October 3, 2006Boone Pickens Interview with Michael Covel for TurtleTrader
I mentioned the other day I was meeting with a trader in Dallas. Well, that ‘trader’ corrected me today during the interview. Boone Pickens prefers to be called an investor and doesn’t…
- September 3, 2006Michael J. Mauboussin: Perspectives on Risk
Michael J. Mauboussin excerpts (PDF) from a presentation the Greenwich Roundtable: LTCM used statistical arbitrage to “vacuum up nickels”, as one of the founders, Myron Scholes, described it. One essential component of…
- August 29, 2006More Old Pro Wisdom
I have developed a friendship with an old pro trader who sends me regular insight. A recent email in: Hello again everyone-due to other commitments today will be my last “morning market…