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Special Report on

Trend Following Strategies

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We’ve talked about two trend-following strategies that have worked better specifically on the Nasdaq than broader indices: the Nasdaq vs S&P 500 Strategy , and the 5-10-20 Strategy . Click links for individual strategy rules. In this post, I want to show the results of trading both together in a single portfolio. [Growth of $10,000, logarithmically-scaled] First, as a refresher, the graph above shows our two individual strategies, the Nasdaq vs S&P 500 Strategy (red) and the 5-10-20 Strategy (green), applied to the Nasdaq Composite, versus buy and hold (grey) from 05/1971 to the present. Geek notes: (a) these results are ...
Business and Investment Ideas » Blog Archive » Trend Following ...
Market veterans know when to invest and when to sit pat with trades. Investments are usually determine by the current market trends. Most traders today have software that helps them determine the market trends. Fully automated robots even make the trades for investors. Even with software it may not be possible to predict sudden changes in the market. The market can be very unpredictable. Sudden downturns can occur due to events on the other side of the world which could not be foreseen by the best robot or the most savvy trader. In 2008 the market which had been bullish for several years, suddenly swung downward overnight. Many ... market research, surveys and trends
Trend Following - SMSF | Self Managed Super - SMSF
(ISN) – the umbrella organization for industry super funds in Australia, suggests that high embedded fees, including commissions to financial planners, is the main cause for the poor performance of for-profit retail super funds. And, according to Australian Prudential Regulatory Authority (APRA) data, the average return for retail funds over the last 13-years has been 3.6% and 5.5% for industry funds. Is it possible for retail investors to navigate their way around these funds and take control of their direct Self Managed Super Fund (SMSF) equity investments for them selves, and in doing so reduce these excessive fees and ... market research, surveys and trends


Managed Futures - Archives
As 1998 drew to a close, there was a tremendous sense of optimism within the managed futures industry. It was a year where most of the high profile CTAs generated good returns in contrast to a difficult year for the hedge fund industry. During the global liquidity crunch of August 1998 CTAs performed spectacularly while traditional investments and many hedge funds were hit hard. There was a widespread feeling that managed futures had finally demonstrated their diversification value and were on the verge of greater acceptance, at least among investors in hedge funds. Unfortunately for the industry, the end of 1998 turned out to ... industry trends, business articles and survey research
Man Group investors pull out $1.4 billion, assets fall to 26.9 bln ...
the world’s biggest listed hedge fund firm, said investors have continued to withdraw their money although private investor sales have picked up, as flows in the battered industry slowly improve. Investors pulled out a net $1.4 billion in the three months to June, the firm said, helping push assets down to $43.3 billion, Reuters reported. Man Group’s two main markets are: Private investors - wealthy individuals who invest directly into Man funds or buy fixed-term bonds linked to the funds’ performance Institutions  investors - such as pension funds and insurance companies that invest in a single hedge-fund ... industry trends, business articles and survey research
When Is A Bull Market Not A Bull Market?
Day traders, who trade the markets each day, often notice things about the underlying dynamic of the market that go completely unnoticed by longer-term investors (and even other day traders). One such thing day traders may notice is when the market is in an overall up trend (these concepts also apply to applicable downtrends), but intraday stocks seem weak or flat. Day traders may mistakenly use trend-following strategies under the assumption the market is trending, but intraday it is not, and therefore they need to adjust the strategies employed to take advantage of the real intraday dynamic. Markets are often not what they ... market trends, news research and surveys resources
Best of the Battle Plan: Stops Hurt
A number of years ago, I published a research study entitled "Stops Hurt". I know many if not all of you are aware of this study which basically showed that stops lowered the performance of most mean reversion strategies no matter how far away the stop was placed. In fact, stops placed as far away as 50% hurt the performance of most mean reversion strategies. As I've stated a number of times, smaller position sizing and/or options are better protection vehicles than using stops and the data backs this up. Stops do nothing to protect you from overnight risk and they also tend to stop traders out before reversals ... market trends, news research and surveys resources


Does Trend Following Work on Stocks
research, however, has been published regarding trend following strategies applied to stocks. Is it reasonable to assume that trend following works on ... technology research, surveys study and trend statistics
Table of contents for Currency strategy
Contents data are machine generated based on pre-publication provided by the publisher. Contents may have variations from the printed book or be incomplete or contain other coding. Contents Preface to the Second Edition Acknowledgements About the author Introduction PART I THEORY AND PRACTICE 1 Fundamental Analysis: The Strengths and Weaknesses of Traditional Exchange Rate Models 1.1 Purchasing power parity 1.1.1 Reasons for ?misalignments? 1.1.2 Tradable and non-tradable goods 1.1.3 PPP and corporate pricing strategy Example 1 Example 2 1.1.4 PPP and the real exchange rate 1.2 The monetary approach 1.2.1 ... technology research, surveys study and trend statistics
CitiGroup on Trend Following - PowerPoint Presentation
of the simplest possible trend following strategy – that of a single moving average ...... Returns for trend following and straddle writing strategies ...
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Day Trading: futures volume, real time data, volume mark
Questions related to technical analysis, strategies, risk, trading plans, trading psychology and money management. Experience in trading all markets and time-frames with expertise in futures (e-minis, currencies, commodities) and equity options. Unfortunately I am not allowed to offer any specific trading advice (i.e. should I go long the E-mini S&P today). Experience I have been involved in the industry since 1995 working for Morgan Stanley Dean Witter and American Express Financial Advisors before becoming a full time trader. As Head Education Coach with Rockwell Trading I have coached hundreds of students around the world to ...
Are contrarians and trend followers fundamentally different in how ...
Typically the argument for trend followers is their insistence on the existence of trends while contrarian traders will cite Brownian Motion and reversion to the mean as the major market forces. Following up to that, why do you believe they are the same or different and can the technical strategies of one be converted to the other via simple calculus? posted 2 months ago in Commodity Markets | Closed Share This Senior Forex Analyst at Thomson Reuters IFR Markets, Author - The Essentials of Trading see all my answers Best Answers in: Currency Markets (2), Derivatives Markets (1), Equity Markets (1) I would not call contrarian ...