Trend Following Performance Report — 31st December, 2021: A month of repair and we are back in action

December was a quiet positive month to get the battleship back in action and signal the end of a successful year at sea.  How did the other Trend Followers perform during this month and for the entire year? All is revealed in this month’s performance report.   Click on this link to access the report

Trend Following Performance Report — 30th November, 2021: When Correlations all went to the Dreaded One

It was a brisk start to November. The fish were biting and we were looking forward to a great catch…….until…….that fateful event….the perfect storm.  How did the Trend Followers perform during this wicked correlated event? All is revealed in this month’s tawdry tale as Niels and I think back to the dreaded Black Friday….. Stay

The Systematic Investor #169 | feat. Richard Brennan

Rich returns today to discuss the misconception of volatility as risk, thoughts on the various measures of risk, drawdowns as an opportunity ‘buy the dip’ in the Trend Following strategies, how Richard thinks about risk, the relationship between volatility and risk, and the differences between convergent and divergent traders. Trade well and Prosper The ATS