Blog
Latest from Trend Following
- April 3, 2005Nonrandom Moves
Sunrise Capital gives trend following an explanation: “The objective is not to attempt to buy lows and sell highs, but rather to buy market strength and sell market weakness. The underlying theory…
- April 2, 2005The Short Debate
The Wall Street Journal ran a story the other day titled “List of Challenges for Short Sellers Keeps Growing Longer.” The piece questioned whether short trading was still viable, but also made…
- March 28, 2005Aspect Capital and Martin Lueck
Aspect Capital: London based trend following trader (PDF). With roots to some of the great trend following trading firms, Aspect Capital has become a major player in the managed money arena. More.…
- March 16, 2005Long Volatility Report: Trend Following
Long Volatility (trend following) white paper (PDF) by Anders Kulp, Daniel Djupsjöbacka, Martin Estlander. Excerpt: The buyer of an option straddle pays the implied volatility to get exposure to realized volatility during…
- March 6, 2005Trading System Consistency
Food for thought: “What kind of risk are you willing to take to get this profitability? Consider whether you are willing to suffer the occasional large loss in return for consistent small…
- March 1, 2005Ed Seykota on Short Term
Ed Seykota was recently asked in his forum: “I am new to trend following and wish to ask you what your favorite chart is for determining a given market’s trend? Daily, Weekly,…
- January 22, 2005Transtrend’s Principles
Transtrend, a Dutch-based trend follower, spells out their views on “robustness” and “systematic” trading: “TRANSTREND considers a high degree of robustness to be essential. With regard to the design process of trading…