The Aussie Turtles Trend Following Guide is the foundational publication from the Aussie Turtles community, co-founded by Richard Brennan and Adam Havryliv. The community draws its name and much of its philosophical inheritance from the original Turtle Trading experiment of the early 1980s, in which Richard Dennis and Bill Eckhardt demonstrated that systematic trend following could be taught, and that disciplined application of rules-based methods was sufficient to produce consistently profitable traders.
What the Guide brings to that tradition is a contemporary, evidence-based treatment of systematic trend following that bridges the original Turtle principles and the research landscape of the past two decades. It covers the mechanics of trend following system design: entry and exit logic, ATR-based position sizing, risk normalisation across markets, ensemble approaches, and the portfolio-level architecture that allows diversified systematic trend following to capture the non-Gaussian return profile the strategy is designed to exploit.
The Guide is a practical companion to the broader ATS research corpus, written for practitioners who want the implementation detail as well as the conceptual framework. For those who are building their first systematic trend following system, or refining an existing approach, the Aussie Turtles community at aussieturtles.com is the place to continue that work.
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