Archive
Category: Systems Trading
- September 19, 2012Revisiting Kat’s Managed Futures and Hedge Funds: A Match Made in Heaven from Sunrise Capital
Why Tactical Macro Investing Still Makes Sense — Further Revisiting Kat’s “Managed Futures and Hedge Funds: A Match Made in Heaven” (PDF): In November 2002, Cass Business School Professor Harry M. Kat,…
- February 19, 2012Trend Follower David Druz on Systems
From The Little Book of Trading trend follower David Druz has a plan: Once a system’s algorithms and parameters are established, the system must be followed exactly and religiously. A system cannot…
- June 22, 2011Man Investments Employee Sounds Off
Someone from Man Investments posted this today: “As an employee of one of the largest CTAs I can catagorically [sic] state that we do change our models. This is, amongst other things,…
- August 19, 2009Efficient Market Bullshit
I love it when people tell me the trend following ‘winners’ are the lucky survivors. In my humble opinion people who think like that are either ignorant in the short-term willing to…
- 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…
- April 19, 2008Richard Dennis on Computers: It’s About Real English
An excerpt of an interview with Art Collins and Richard Dennis follows. First the question from Collins and then the answer from Dennis: Q. How hands on are you behind the programmers?…
- May 30, 2007Trading Principles and Lessons from Leonardo Da Vinci
A good read that adapts Leonardo Da Vinci precepts to trading: Leonardo Da Vinci’s model for learning to paint, from his own notes: 1. Imitate a masters work — best to imitate…