Systematic Trading research and development, with a flavour of Trend Following
Au.Tra.Sy blog – Automated trading System header image 2

Entries from December 19th, 2011

Trend Following Wizards – November 2011

December 19th, 2011 · 3 Comments · Trend Following, Trend Following Wizards

Last report before the year comes to a close, and it seems that 2011 will end in the red for the Wizards. November was marginally positive, leaving the YTD result well anchored in negative territory. Please find the detailed results below:

[Read more →]

Tags: ·

State of Trend Following in November

December 5th, 2011 · 7 Comments · the State of Trend Following, Trend Following

  A wide disparity in the individual system returns in this month’s edition of the State of Trend Following report, but globally a slightly positive month for the report index. This does not change the YTD situation very much, still deep in the red. Unless a dramatic Christmas reversal occurs, 2011 will most likely be [...]

[Read more →]

Tags: