Systematic Trading research and development, with a flavour of Trend Following
Au.Tra.Sy blog – Automated trading System header image 2

Entries Tagged as 'profit target'

Profit Targets and Trend Following

September 30th, 2010 · 22 Comments · Backtest, Trend Following

OK, Profit Targets. You’ll tell me this is the anti-thesis of Trend Following, with one of its strongest mantra being: Cut you losses short, let your winners run… Indeed, Trend Following relies on a few positive outlier trades (from a fat-tailed distribution) to derive most of its gains. Stopping trades from running as high as […]

[Read more →]

Tags: