Au.Tra.Sy blog – Automated Trading System

Systematic Trading research and development, with a flavour of Trend Following

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Resources

Trend Following Wizards performance
Monthly performance review of Master Trend Followers

Trend Following Wizards historical performance
Historical Performance of Trend Following Wizards (1990-2009)

Risk of Ruin and Drawdown Calculation Tool
Calculate the risk of Drawdown or Ruin for a trading system

Code and Tools published on the site
Can also be access through the “Free Code” link in the banner