Archive
Category: Trend Following
- January 13, 2009Millburn Ridgefield 2008 Trend Following Performace
Millburn Ridgefield, a trend follower with performance back to 1977, made nice gains in 2008 (PDF). More.
- January 9, 2009Man AHL Diversified Trend Following Program
Another good read (PDF) by another trend follower who finished 2008 guns a blazing. More.
- January 6, 2009Dunn Capital Lesson for the Buy and Hopers
The most recent review of my book “Trend Following” on Amazon is this: For 200 pages you read how much trend followers made, trend followers are so great, they are always winners….…
- January 5, 200923 TurtleTraders? Maybe, Maybe Not!
For an assortment of reasons, there was no exact Turtle student number back when Dennis hired his crew. Even among Turtles it is debated today. My paperback version of “The Complete TurtleTrader”…
- January 3, 2009Elizabeth Cheval on Correlation; Lessons from An Original Turtle
I had the opportunity to see this presentation from original Turtle Liz Cheval in person, but since most people were not there that day in Chicago I am sure her online presentation…
- December 23, 2008Geetesh Bhardwaj: His Firm AIG Invests with CTAs
Trend following critic Geetesh Bhardwaj has provided interesting hypocrisy here (and for my new edition of “Trend Following”), but the email that came in below from a trend following CTA is a…
- December 21, 2008Pardo Capital
Bob Pardo writes very good books on trading systems. He also trades as a trend follower. His annual compounded rate of return: 2003: +27.65% 2004: +4.84% 2005: -14.65% 2006: -15.13% 2007: +63.71%…