How Much Diversification in Trend Following Programs? – Let’s Go to Infinity and Beyond with a Fund of Fund!

  How Important is Track Record? Now you probably realise by now that I am a trend following groupie. I can’t help myself. For those of us with skin in the game who have gone through the school of hard knocks over a long history of market participation… quickly realise that the edge in trading

CTA Fund Performance Report – 31 October 2020 – It is Better to Win Big than Win Often

It is not easy being a trend follower. You live much of your life in persistent drawdown so it is very natural to continuously question your dedication to this pursuit. So when the drawdown blues get you down….it really helps to revisit the long term track record of your trusted trend following fund managers to

Video Series – How to Develop Diversified Systematic Trend Following Models for Metatrader 4 using StrategyQuant X and QuantAnalyzer.

The following seven video episodes provide a detailed overview of a workflow process used to develop diversified systematic trend following portfolios using StrategyQuant X and QuantAnalyzer. Episode 1 provides an overview of our approach to diversification across markets and systems and outlines how this process seeks to develop divergent trend following models that target the

CTA Fund Performance Report – 30 September 2020 – Controlling Risk to Optimise the Path to Wealth

  As you may now be well aware, the Diversified Systematic Trend Following fraternity refer to themselves as risk managers as opposed to profit pundits and I thought I might spell out why we are so eager to take a controlling hand in our market fate by managing risk.  Now most of you would automatically

CTA Fund Performance Report – 31 August 2020 – “Projections Versus Predictions”

  Why is prediction such a dirty word for the trend follower? Well it really depends on how you view ‘complexity’ and in particular how you understand complex systems to behave. For those of us that treat the financial markets as ‘complex systems’….we tend to describe the ‘now’ of a complex system as a particular

CTA Fund Performance Report – 31 July 2020 – “Like the Windmills of a Mind”

  When I start to investigate something that I ‘think’ I know……the more it reveals to me how this universe likes to play tricks on a ‘certain’ mindset.  The more I dig down into a thing, the less definite I become that I am actually investigating a thing at all. I am simply burying my