Welcome to my online repository of research and insights on automated trading system developmentIn the last post we looked at the Turtle Trading system and saw that its performance went from outstanding for a long period of time to flat for 20 years. This opens a can of worms:
Does Trend Following work, is it dead, do markets change, does trend following rules need to adapt to these changes?
Let’s [...]
Entries Tagged as 'michael covel'
Intricacies of Market and Trend Following Changes
March 10th, 2010 · 13 Comments · Strategies
Tags: autocorrelation·distribution·kurtosis·michael covel·niederhoffer·Turtle·walk-forward
Covel’s Trend Following: A review
December 1st, 2009 · 15 Comments · Books
Before I start let me state that this book has raised some controversies.
However I really like it (I own two different editions of it) and I’ll explain why.
What this book is not
If you are looking for the Holy Grail of trading systems and/or a complete “turn-key” trading system: look elsewhere as this is not what [...]
Tags: michael covel·Trend Following
