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

Trend Following Wizards – March 2011

April 18th, 2011 · 5 Comments · Trend Following, Trend Following Wizards

As suspected from the State of Trend Following report for March – which was heavily in the red – last month was not kind to Trend Followers. Most of the “Wizards” posted negative results – quite a few fairly large – with only Chesapeake and Winton showing a (modest) positive return. The average monthly return […]

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