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

Trend Following Wizards – October 14

November 18th, 2014 · No Comments · Trend Following, Trend Following Wizards

A mixed set of results for the Wizards in October. Slightly positive overall, the performance for the year is still quite strong.

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Trend Following Wizards – September 2014

October 20th, 2014 · 2 Comments · Trend Following, Trend Following Wizards

We suspected that the Trend Following Wizards would have a good month of September after seeing the State of Trend Following reports post their best performance of the year. The Wizards did not disappoint with an average return of 6.07% for the month and 11.64% YTD. Some of the more aggressive managers are now showing […]

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Trend Following Wizards – August 2014

September 17th, 2014 · No Comments · Trend Following, Trend Following Wizards

Strong results for the Trend Following Wizards in August with 100% of positive returns. The index consolidates its positive performance for the year with the YTD result now at +5.36%. August average return: +4.30% Full results below:

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Trend Following Wizards in July

August 22nd, 2014 · No Comments · Trend Following, Trend Following Wizards

Summer Holiday season means the report is here a bit later than usual. I hope you all had a nice Summer (for those in the Northern hemisphere anyway). Autumn is quickly gaining the (early) fight over Summer here in London. The report for the Trend Following Wizards is mixed this month. July is overall positive […]

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Trend Following Wizards – June 2014

July 21st, 2014 · No Comments · Trend Following, Trend Following Wizards

The Wizards index moves back into positive territory for the year, with a month of June that was positive overall – showing an average gain of +1.46% and only a handful of funds in the red. YTD performance just breaking above water at +0.41%. Please see full results below:

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Trend Following Wizards – May 2014

June 20th, 2014 · No Comments · Trend Following, Trend Following Wizards

A mixed bag for the Wizards last month. The index was positive overall last month but still slightly in the red for the year. Full results below: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -0.34% 2.46% $160M Altis Partners2 -1.78% -10.40% $350M Aspect Capital3 2.39% -1.83% $4,824M Beach Horizon4 2.78% 5.35% $43M […]

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Trend Following Wizards – April 2014

May 21st, 2014 · No Comments · Trend Following, Trend Following Wizards

Positive month but negative year to date. In a few words, this is the status for the Trend Following Wizards four month into 2014. Please see full results below:

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Trend Following Wizards – March 2014

April 24th, 2014 · No Comments · Trend Following, Trend Following Wizards

A late report of the Trend Following Wizards performance for March shows a lot of red, both for the month and the year-to-date. Not a first good quarter for trend followers. The monthly aggregate return is -1.51% and less than a third of the Wizards are in the black for 2014, with an aggregate YTD […]

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Trend Following Wizards – February 2014

March 18th, 2014 · No Comments · Trend Following, Trend Following Wizards

A globally positive month of February for the Wizards. Not enough to make up for the bad start in January: the YTD performance stays in the red. February average return: +1.76% YTD return: -1.61% Full results below:

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Trend Following Wizards: Difficult start of the year

February 21st, 2014 · No Comments · Trend Following, Trend Following Wizards

Tough start of the year for the trend following Wizards, with just two of them posting positive results.. As a result, lots of red in the table. Additions: New Wizards Thanks to all the readers who submitted suggestions for additions into the list. I added four new managers, taking the list to 30 constituents: Covenant […]

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Trend Following Wizards – December 2013

January 20th, 2014 · 2 Comments · Trend Following, Trend Following Wizards

We can say that 2013 was flat for our Trend Following Wizards: they closed the year by posting a minuscule collective yearly gain of +0.04% (with a December return of 0.64%). However, a closer inspection reveals a greater disparity than usual in the results. The standard deviation in the 2013 yearly performance is over 15%, […]

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Trend Following Wizards – November

December 18th, 2013 · 1 Comment · Trend Following, Trend Following Wizards

November saw the Wizards post a fairly strong positive result and coming close to break-even on a Year-To-Date basis. One month left to finish the year in the black… Unfortunately, it does not look like it’s headed that way. Peeking into the “future” by checking the current value of the Newedge Trend index, which is […]

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Trend Following Wizards – October ’13

November 18th, 2013 · No Comments · Trend Following, Trend Following Wizards

A positive October for the Trend Following Wizards. Still in the red year-to-date though. See full results below:

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Trend Following Wizards – September 2013

October 18th, 2013 · 2 Comments · Trend Following, Trend Following Wizards

Another month (unsurprisingly) dominated by the colour red (unsurprising as the State of Trend Following reports, both on this site and Wisdom Trading’s site, indicated a down trend relatively clearly). Please check the full results below, with a few funds still managing to post positive results for the year.

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Trend Following Wizards – August

September 19th, 2013 · 14 Comments · Trend Following, Trend Following Wizards

+0.66% is the only positive return for this month’s report. The rest of the Wizards are down, as illustrated by the near-uniform shade of red in the August return column in the table below (the YTD column is not that much better). The composite return of the index is -2.13% for the month and -3.17% […]

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Trend Following Wizards – July 2013

August 26th, 2013 · 5 Comments · Trend Following, Trend Following Wizards

Back in the red overall for 2013 (only slightly) with a negative month of July for the Trend Following Wizards. Please find the full results further below.

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Trend Following Wizards – June ’13

July 18th, 2013 · 2 Comments · Trend Following, Trend Following Wizards

After a mostly positive start of the year, June brings the second consecutive negative month for the Trend Following Wizards. The YTD performance for the aggregate index is now also in the red at the half-year mark. Also just a reminder that I rely on various free third-party sources to publish these numbers and I […]

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Trend Following Wizards – May

June 24th, 2013 · 6 Comments · Trend Following, Trend Following Wizards

Sharp reversal in this past month of May for the Trend Following Wizards. Quite a few funds posted strong negative figures to reverse all of this year’s gains. The aggregate figure is still in the black year-to-date, standing at +1.73% but the collective figure for the month of May is sharply down at -3.52%. Please […]

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Trend Following Wizards – April 2013

June 4th, 2013 · No Comments · Trend Following, Trend Following Wizards

It’s already June and May’s already closed; but this report is for the performance of the Trend Following Wizards in April. Sorry for the confusion (and delay). Please find the full results further below. It was a good month, with the large majority posting positive monthly performances; and very similar for the YTD situation. May […]

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Trend Following Wizards – March

April 22nd, 2013 · 2 Comments · Trend Following, Trend Following Wizards

A very decent month for the Wizards: Only 6 negative returns with only one at less than -1%. The rest of the group posted positive results up to +3.22% for an average of 1.36% for the month of March. Only a handful of managers are in the red so far in 2013. Please find the […]

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