Archive
Category: Trend Following
- August 16, 2014Danger Real; Fear a Choice
Money management, or position sizing, is a critical component of trend following trading success: Consider wisdom from Ralph Vince: You want the fewest moving parts (less parameters and less system rules) in…
- August 14, 2014Nassim Taleb and Daniel Kahneman Discuss Antifragility
- August 8, 2014“Despite all my rage, I’m still just a rat in a cage…”
John Cochrane: “Rats in cages do a pretty good job of utility maximizing. Yet, when you ask them why they’re doing things they just chew up the survey forms. Are we really…
- August 6, 2014Noah Smith: Misinformed View of Trend Following
Zero understanding of trend following can be seen in Noah Smith’s piece here. Trend following is almost the exact opposite of his description. Lazy research and writing.
- August 6, 2014Becoming a Hedge Fund Titan
Feedback in: Hi Michael, so I’ve read the book Linchpin and indeed is full of great advice. It reminds me of the book The Leader Who Had No Title, by Robin Sharma,…
- August 2, 2014Why Models Consistently Beat Humans in the Markets
An excerpt from James O’Shaughnessy’s book, “What Works on Wall Street”: In a famous cartoon, Walt Kelly’s character Pogo says: “we’ve met the enemy, and he is us.” This illustrates our dilemma.…
- July 30, 2014Free Trend Following Resources
This is a great compilation of free trend following resources. Dig in!