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Latest from Trend Following
- March 22, 2006Ten Rules for Position Sizing
Ed Seykota was recently asked: “If you could give me ten rules to consider with respect to position sizing what would they be?” He responded: “Ten rules for position sizing: 1. Bet…
- March 22, 2006Trillion Dollar Bet Redux
Watch video about things ceasing to be “normal” in excerpt from ‘Trillion Dollar Bet’: You can order full video from Amazon.
- March 10, 2006Michael Covel Speaking Engagement at Imperial Hofburg Palace In Austria
I just returned from a trip to Vienna, Austria. The CEO of Superfund, afforded me the opportunity to speak about trend following at his firm’s 10-year anniversary. The anniversary gala was held…
- February 9, 2006Bet Sizing Research
Michael Mauboussin of Legg Mason offers this recent research on bet sizing (PDF). An excerpt: “Edge is key. Recall the foundation of Kelly’s model rests on having a view that is different,…
- January 20, 2006Barry Ritholtz: The Big Picture
Barry Ritholtz of The Big Picture writes today at his site: “I have to emphasize again: I don’t believe in forecasting. I don’t know what’s going to happen next year; Neither do…
- January 14, 2006Gambler’s Fallacy
A good reminder (PDF) worth reading. An excerpt: “Imagine an unbiased coin is flipped three times, and each time the coin lands on heads. If you had to bet $1000 on the…
- January 5, 2006Bob Pardo: Trend Following 101
Bob Pardo was profiled in the book Market Beaters. Here is an excerpt (PDF) from the book. He also wrote an informative book titled Design, Testing, and Optimization of Trading Systems.