Here is an introductory primer for our site visitors and members to set you on the road to the trend following experience.
The content outlined in this Primer series focusses on the principles and practices we adopt here at ATS and provides a necessary prelude to prepare your mind for the trend following way. We hope you enjoy this Primer series.
- An Introduction- Part 1
- Care Less about Trend Form and More about the Bias within it- Part 2
- Divergence, Convergence and Noise – Part 3
- Revealing Non-Randomness through the Market Distribution of Returns – Part 4
- Characteristics of Complex Adaptive Markets – Part 5
- The Search for Sustainable Trading Models – Part 6
- The Need for an Enduring Edge – Part 7
- Compounding, Path Dependence and Positive Skew – Part 8
- A Risk Adjusted Approach to Maximise Geometric Returns – Part 9
- Diversification is Never Enough…for Trend Followers – Part 10
- Correlation Between Return Streams – Where all the Wiggling Matters – Part 11
- The Pain Arbitrage of Trend Following – Part 12
- Building a Diversified, Systematic, Trend Following Model – Part 13
- A Systematic Workflow Process Applied to Data Mining – Part 14
- Put Your Helmets On, It’s Time to Go Mining – Part 15
- The Robustness Phase – T’is But a Scratch – Part 16
- There is no Permanence, Only Change – Part 17
- Compiling a Sub Portfolio: A First Glimpse of our Creation – Part 18
- The Court Verdict: A Lesson In Hubris – Part 19
- Conclusion: All Things Come to an End, Even Trends – Part 20
Trade well and prosper
The ATS mob
