For a Classic Trend Follower, Quants Can Help the Cause

Quants can be Useful to Classic Trend Followers Price in a financial market is a consolidated statement of all participant behaviour at a snapshot in time. A summary point estimate of the collective action of participants in the NOW. In a complex adaptive system comprising many participants, the behaviour of each participant creates a perturbative

Backtesting – The Good, the Bad and the Ugly

The Good, the Bad and the Ugly of Backtesting We have previously discussed how the central aim of Classic Trend Followers is to¬†‘Hunt for Outliers’. This is achieved through diversifying our simple Trend Following Models across a vast array of different liquid markets. We can of course manage our capital risk at all times, but