Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Off-track'

(Very) Light Correlation

April 1st, 2011 · 1 Comment · Off-track

This is more of a “Friday Silly” than a “Friday Funny” one… I recently came cross Dan Mirvish’s Hathaway Effect article. In it, the author presents his “discovery” of a hidden relationship between Anne Hathaway and the stock price of Warren Buffet’s Berkshire Hathaway: When Anne Hathaway makes headlines, the stock for Warren Buffett’s Berkshire-Hathaway […]

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Diversify to Manage Risk: a Lesson from Medieval Peruvian Farmers

March 4th, 2011 · 6 Comments · Off-track

I recently came across the story of how ancient Peruvian farmers used the concept of diversification in order to reduce their risks. I liked the comparison to trading diversification and I thought it would be a good subject for a quick “Friday post”. I was pointed to this story by a new interesting systematic trading […]

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England: a new Trend Following Wizard in town

October 22nd, 2010 · 3 Comments · Off-track

Time for another off-track/Friday Funny post today with some Trend Following Wizard “gossip”. John W. Henry has been in the news quite a lot recently, here in England. Nothing to do with Trend Following though. The focus was on his New England Sports Ventures (NESV) company purchasing historical soccer football club Liverpool F.C. – back […]

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Au.Tra.Sy blog Summer Break

August 20th, 2010 · 1 Comment · Blog, Off-track

It’s nearly the end of the Summer and I hope you enjoyed a nice time. The blog will go on a short break until the end of August, while I (hopefully) enjoy some good weather in the French Cevennes and the English Lake District. In the mean time, I’ll leave you with a link to […]

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A peek in "Wizard" Eckhardt's office…

July 16th, 2010 · No Comments · Off-track

A bit of a Friday Funny/entertainment post.. If you fancy taking an interactive stroll in the Chicago office of famous Trend Following Wizard, Bill Eckhardt who was also behind the Turtle Traders experiment, here are some pictures of its trading operation (Eckhardt Trading) in Chicago: To be honest, the office looks fairly standard for a […]

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Variance <> Risk

April 5th, 2010 · No Comments · Off-track

1 Picture = 1,000 Words Currently on Easter break… so a short post today, to illustrate a strong message: Variance Risk! Easter Break Reading Meanwhile, in the quietness of the English countryisde (Hampshire), I have been enjoying and reading the excellent and entertaining (surprisingly funny) Nerds on Wall Street. The book covers the history and […]

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Market Wizards' Schwager Video

January 23rd, 2010 · 1 Comment · Off-track

I really enjoyed reading Jack Schwager books (Market Wizards and New Market Wizards) where he interviews top traders. So, I was pretty pleased when I found this presentation video where Schwager goes over his findings on what makes great traders. Entertaining and worth a watch at the weekend… His material is not directly linked to […]

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Joyeux Noel and Happy New Year!

December 22nd, 2009 · 2 Comments · Blog, Books, Off-track

Wishing you all a fantastic time off for this end of year! Be it with friends, family, or any way you will spend it…. The Au.Tra.Sy blog will be no exception and go into a short “hibernation period”. I certainly seem to have hit a (small) motivation “roadblock” and slowed down in my research/development of […]

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Turkey or Black Swan for Thanksgiving?

November 26th, 2009 · No Comments · Off-track

Although I am based in London, most readers of the blog are from the States – and everybody around the world probably knows it is a very important day for Americans: Thanksgiving! Traditionally, it is a time to express gratitude and I’d like to express a big thank you to all the readers of the […]

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Snow White looking over your trading system?

October 23rd, 2009 · No Comments · Off-track

Introducing a new Category, Friday Funny: Every now and then, I come across something interesting or funny, not directly related to the topic of this blog. If I find them good enough and interesting for the target audience of this blog, I’ll post them here (in “off-track” category) – on a Friday, to end the […]

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What can the Whipsaw Song by Ed Seykota teach you?

October 9th, 2009 · No Comments · Off-track, Trend Following

Ed Seykota is a hugely succesful trend follower. He also keeps a very low-profile. You will not see him on CNBC, so any sort of public appearance where he can distil some of his wisdom is a rare “gift”. The main message of the song is to “stick to the rules” – which is a […]

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