Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'Altis Partners'

Trend Following Wizards – January 2011

February 21st, 2011 · 4 Comments · Trend Following, Trend Following Wizards

Slow start of the year for the Wizards for 2011, with an average performance of -0.94% and results ranging from -6.70% to 3.69%. Note that I have added two Wizards to the list for this new year: Mark J. Walsh and Sunrise Capital – thanks for the suggestion fom a reader of the blog. Mark […]

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Trend Following Wizards: Closing 2010 on a High

January 17th, 2011 · 9 Comments · Trend Following, Trend Following Wizards

December saw another positive month for the Trend Following Wizards, helping a few of them recover from negative to positive numbers, and produce a 100% positive track record for the year. All Wizards ended 2010 in the black, with performance numbers ranging from less than 1% to just under 70% (results are not volatility-adjusted though, […]

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Trend Following Wizards keep "Surfing the Wave" in October 2010

November 16th, 2010 · 2 Comments · Trend Following, Trend Following Wizards

Another very strong month allowed our Trend Followers to keep surfing the wave they have been riding for a good few months, with a “sea of black numbers” in the table below. All but two are now profitable year-to-date with a couple of double-digit returns this month (Chesapeake Capital and Tactical Investment Mgt) as well […]

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Trend Following Wizards in September 2010

October 18th, 2010 · 2 Comments · Trend Following, Trend Following Wizards

Another good month for the Trend Following Wizards with mostly positive performances and an average monthly performance of +4.39%. The average YTD gain is now 6.48%, and a wizard is standing out with +43.70% so far, at the back of a few strong months. Note that I have added a new Wizard to this list: […]

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Trend Following Wizards – August 2010

September 13th, 2010 · 3 Comments · Trend Following, Trend Following Wizards

Except for a “tiny speck of red” (BlueTrend with -0.01%!), August was unambiguously in the black for all Trend Following Wizards. This is in line with the State of Trend Following report from earlier this month, which showed a monthly performance of just over 8%. This month’s average performance for the wizards is 5.71% (after […]

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Trend Following Wizards – July 2010 (RED)

August 16th, 2010 · No Comments · Trend Following, Trend Following Wizards

Negative pretty much across the board for the Trend Following Wizards in July, with an average monthly return of -1.55%, pushing a bit further in the red the average YTD return, at -2.90%. Please find below all individual results for July 2010: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -1.95% -9.61% $457M […]

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