Au.Tra.Sy blog – Automated Trading System

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

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Entries Tagged as 'eckhardt'

Trend Following Wizards – July 2010 (RED)

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

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

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Trend Following Wizards – June 2010

July 21st, 2010 · 2 Comments · Trend Following, Trend Following Wizards performance

June was a bit of a mixed bag in terms of performance for Trend Following Wizards.
The average monthly return is 0.29%, taking the average YTD figure to -1.48%, with a few Wizards being in the double-digit figures on both ends of the scale.
Note that three major players were added to the report this month: [...]

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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 financial [...]

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Trend Following Wizards: negative month (May), 2010 now in the red…

June 16th, 2010 · 5 Comments · Trend Following, Trend Following Wizards performance

Not as volatile as some might have expected, the performances of the Trend Following Wizards are fairly heterogenous but mostly on the negative side with an average return of -3.99% and a couple of double-digit losses. This brings the average Year-To-Date to -0.66%.
This contrasts with the +35% result found in some of the strategies in [...]

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Trend Following Wizards – April 2010

May 12th, 2010 · 2 Comments · Fund Review, Trend Following Wizards performance

Follow the Trend Following Wizards updates with the dedicated monthly feed. You can either access it via RSS or by subscribing by email
The recent turmoils developing in the markets will give us interesting times to monitor how the Trend Following Wizard performances fare. If 2008 is any indication, and if we return to large moves [...]

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Trend Following Wizards – March 2010

April 14th, 2010 · 4 Comments · Fund Review, Trend Following Wizards performance

Follow the Trend Following Wizards updates with the dedicated monthly feed. You can either access it via RSS or by subscribing by email
A bit of a happier month for Trend Followers with an average gain of 3.7% and even a double-digit return for Superfund (enhanced return/leveraged fund). Once again, the results are in line with [...]

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