Blog

11 May at 3:43 pm

Welcome to the Algorithmic Advantage – Episode 18: The Trading Think Tank – Diversification: How Many Markets & Systems Do I need to Trade?

The Classic Trend Followers go on safari searching for maximum diversification in their quest to hunt for Outliers. We hope you enjoy this episode as much as we did presenting…

6 May at 10:21 am

Redefining Success in Trend Following: The Superiority of Track Record Over Size

Track Record Over Size Trend Following Performance

In the realm of trend following, the conventional wisdom that ‘bigger is better’ does not necessarily hold true. This notion is vividly illustrated when comparing the TTU TF Index to…

29 Apr at 10:11 am

Why it is So Hard to Exceed Performance Benchmarks?

Ergodicity Meeting Benchmarks

In the world of the financial markets, consistently outperforming established benchmarks such as the S&P 500 is a monumental task that eludes many. This is exemplified by the SPIVA report,…

23 Apr at 1:46 pm

The Cocoa Conundrum: A Classic Trend Follower’s Perspective on Risk

Outlier Hunter Understanding Risk

Cocoa’s recent performance has been an impressive demonstration of a profitable market trend. Despite this, some traders have critiqued Classic Trend Followers for what they consider excessive exposure to…

23 Apr at 1:52 am

Trend Following Performance Report — 31st March 2024: Riding the Wave – Trend Following in an Era of Market Uncertainty

Top Traders Unplugged Trend Following Performance March 2024

Welcome to our latest Trend Following Report for 31st March 2024. In this edition, we explore how trend following strategies have not only adapted but thrived amid the unpredictable currents…

20 Apr at 3:52 pm

What does Trend Following mean to Investors? | Systematic Investor 291

AllocationstoTrendFollowing QuantifyingCrisis SystematicInvestorSeries ComplexAdaptiveSystems

In this episode of “Top Traders Unplugged,” Niels Kaastrup-Larsen and I challenge the view that a small allocation is adequate for trend following investments and we discuss why investors should consider a…

9 Apr at 3:33 pm

Navigating the Complexities of Risk in Trend: A Turtle Tidbit

LinearRiskMetrics SharpeRatio SortinoRatio AlternativeRiskMetrics

Listen up Turtles. Risk is not volatility. The world is wiggly, and we just love the wiggles. https://www.aussieturtles.au/blog/turtle-tidbits-3/navigating-the-complexities-of-risk-in-trend-5

9 Apr at 11:29 am

Welcome to the Algorithmic Advantage – Episode 17: Gary Antonacci – Absolute & Relative Momentum

Absolute Momentum Dual Momentum Gary Antonacci Relative Momentum

We were honored to have Gary Antonacci on this episode with Simon and I. Gary is the mastermind behind the revolutionary dual momentum investment strategy. From Harvard to the heights…

31 Mar at 2:40 pm

Expect the Unexpected and Strive for Infinite Yield

Diversified Systematic Trend Following Outliers Misbehaviour of Markets Cocoa Barbell Strategy

Recognizing the inherent unpredictability of liquid financial markets is not just beneficial—it’s essential for those determined to carve a successful path through its capricious waves. Drawing on the revolutionary insights…

21 Mar at 4:30 pm

Trend Following Performance Report — 29th February 2024: It’s Trend Following Heaven

Top Traders Unplugged February 2024 Performance Report #CTA's#CommodityTradingAdvisors#SystematicTrendFollowing Diversified Systematic Trend Followers

February 2024 would be regarded by many in the Trend Following Community as “trend following heaven,” thanks to the substantial movements in a variety of markets ranging from commodities like…

19 Mar at 6:03 pm

Announcing the Launch of the ClassicTrendIndex.com: The Rise of the Outlier Hunters

Classic Trend Following ClassicTrendIndex.com

Introducing ClassicTrendIndex.com! A new financial index by The Aussie Turtles & partners, focusing on the core of classic trend following. Celebrating our February 2024 milestone, we’re leading with proven, diversified strategies.…

5 Mar at 3:13 pm

Your Trend is Different to My Trend

Differs Trend Types Convergent Trends Divergent Trends

At first glance, trends might seem straightforward, but they’re anything but. Confusion by practitioners often stems from the multifaceted forms trends can take, influenced by various market forces and events.…

Welcome to the Algorithmic Advantage – Episode 18: The Trading Think Tank – Diversification: How Many Markets & Systems Do I need to Trade?

Redefining Success in Trend Following: The Superiority of Track Record Over Size

Why it is So Hard to Exceed Performance Benchmarks?

The Cocoa Conundrum: A Classic Trend Follower’s Perspective on Risk

Trend Following Performance Report — 31st March 2024: Riding the Wave – Trend Following in an Era of Market Uncertainty

What does Trend Following mean to Investors? | Systematic Investor 291

Navigating the Complexities of Risk in Trend: A Turtle Tidbit

Welcome to the Algorithmic Advantage – Episode 17: Gary Antonacci – Absolute & Relative Momentum

Expect the Unexpected and Strive for Infinite Yield

Trend Following Performance Report — 29th February 2024: It’s Trend Following Heaven

Announcing the Launch of the ClassicTrendIndex.com: The Rise of the Outlier Hunters

Your Trend is Different to My Trend

Filters

Like this:

Our Mission

Links

Follow Us

Contact Info