This week Niels and I discussed Mark R’s great paper on issues surrounding the Due Diligence process in attracting AUM towards Trend Following and the Language Barrier that exists between how we describe our process….and how others interpret our message…..and then we decided to get well and truly skewed…….. Language in narrative is so very…
Another great session with Niels. We had plans to discuss more topics but our enthusiasm with backtesting got the better of us. So we dug down deeper into the weeds than we would normally do on this important topic of backtesting as applied to Trend Following models. 155 Systematic Investor Series ft Richard Brennan –…
It was great to be on the podcast last week with Niels. We decided we would take a detour from Finance and get back to the Chemistry and Physics class for this one. 🙂 https://lnkd.in/gZxZFeMY Trade well and Prosper The ATS mob
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…
As classic trend followers, aside from managing risk at all times to protect ourselves from adverse Outliers, we focus our attention with our diversification in capturing Beneficial Outliers that exist in the market data. These Outliers are non linear events in the market data, which our asymmetrical trading systems are designed to capture. What we mean…
It’s great to be a part of the Top Traders Unplugged crew. Such a privilege. Looking forward to more sessions and bringing different perspectives into the discussion on Trend Following. 150 Systematic Investor Series ft Richard Brennan – July 25th, 2021 Trade well and Prosper The ATS mob