In a previous post, I mentioned and linked to a presentation by Transtrend: “Potential Profitability by Trend Following Systems”, where the Trendpot Indicator is introduced. Trendpot is a backward looking measure that indicates for an individual market whether a medium to long-term trend following system could potentially have been profitable when applied on that particular [...]
Entries Tagged as 'Transtrend'
Trendpot Indicator: Transtrend Measure of Market Trendiness
February 28th, 2011 · 2 Comments · Code
Tags: Transtrend·trendpot
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 [...]
Tags: Abraham Trading·AHL·Altis Partners·Aspect Capital·Bill Dunn·Chesapeake·Christian Baha·Clarke Capital·dave harding·David Druz·Drury Capital·eckhardt·EMC Capital·Hawksbill·Howard Seidler·Hyman Beck·John W Henry·Larry Hite·Liz Cheval·Man·Millburn Ridgefield·Paul Rabar·Saxon Investment·Superfund·Tom Shanks·Transtrend·winton capital
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, [...]
Tags: Abraham Trading·AHL·Altis Partners·Aspect Capital·Bill Dunn·Chesapeake·Christian Baha·Clarke Capital·dave harding·David Druz·Drury Capital·eckhardt·EMC Capital·Hawksbill·Howard Seidler·Hyman Beck·John W Henry·Larry Hite·Liz Cheval·Man·Millburn Ridgefield·Paul Rabar·Saxon Investment·Superfund·Tom Shanks·Transtrend·winton capital
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 [...]
Tags: Abraham Trading·AHL·Altis Partners·Aspect Capital·Bill Dunn·Chesapeake·Christian Baha·Clarke Capital·dave harding·David Druz·Drury Capital·eckhardt·EMC Capital·Hawksbill·Howard Seidler·Hyman Beck·John W Henry·Larry Hite·Liz Cheval·Man·Millburn Ridgefield·Paul Rabar·Saxon Investment·Superfund·Tom Shanks·Transtrend·winton capital
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: [...]
Tags: Abraham Trading·AHL·Altis Partners·Aspect Capital·Bill Dunn·Chesapeake·Christian Baha·Clarke Capital·dave harding·David Druz·Drury Capital·eckhardt·EMC Capital·Hawksbill·Howard Seidler·Hyman Beck·John W Henry·Larry Hite·Liz Cheval·Man·Millburn Ridgefield·Paul Rabar·Saxon Investment·Superfund·Tom Shanks·Transtrend·winton capital
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 [...]
Tags: Abraham Trading·AHL·Altis Partners·Aspect Capital·Bill Dunn·Chesapeake·Christian Baha·Clarke Capital·dave harding·Drury Capital·eckhardt·EMC Capital·Hawksbill·Howard Seidler·Hyman Beck·John W Henry·Larry Hite·Liz Cheval·Man·Millburn Ridgefield·Paul Rabar·Saxon Investment·Superfund·Tom Shanks·Transtrend·winton capital
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