Category: Trend Following

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.

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How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

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Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s 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 the lifetime of the option straddle. Fung and Hsieh (1997b) found that the return of trend following strategies show option like characteristics, because the returns tend to be large and positive during the best and worst performing months of the world equity markets.

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How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

Also jump in:

• Trend Following Podcast Guests
• Frequently Asked Questions
• Performance
• Research
• Markets to Trade
• Crisis Times
• Trading Technology
• About Us

Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s Trend Following.

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 systems, this has led to three fundamental principles:

1. The same systems are used across all markets.
2. The same parameter settings are used across all markets.
3. A small variation in any parameter should not have a large impact on the results of a system.

These principles limit the risk of curve fitting and over optimization; in other words, maximize the chance that historical results can be repeated.

TRANSTREND’s trading systems are not models. They do not attempt to forecast fair values or equilibrium price levels, and they are not based on an economic theory that risks becoming out-dated. Systems are dynamic and reactive by nature, they respond to changes in a consistent way.”

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How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

Also jump in:

• Trend Following Podcast Guests
• Frequently Asked Questions
• Performance
• Research
• Markets to Trade
• Crisis Times
• Trading Technology
• About Us

Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s Trend Following.

The following excerpt is from an interview with David Harding, Managing Director, Winton Capital Management. David’s firm is primarily trend following based.

HedgeWeek: Are institutional investors prepared to take more risk for higher returns?

David Harding: Sadly, the institutional investors and the consultants who service them are doomed forever to make the same mistakes, they all want results with zero risk. Futures fund management, and hedge fund management in general, is not a traditional asset management business

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How can you move forward immediately to Trend Following profits? My books and my Flagship Course and Systems are trusted options by clients in 70+ countries.

Also jump in:

• Trend Following Podcast Guests
• Frequently Asked Questions
• Performance
• Research
• Markets to Trade
• Crisis Times
• Trading Technology
• About Us

Trend Following is for beginners, students and pros in all countries. This is not day trading 5-minute bars, prediction or analyzing fundamentals–it’s Trend Following.