Monthly Archives: January 2011

Why Trend Following is Hard – A Quantitative Answer

In this blog post I will try to demonstrate using math why trend following is harder than other trading methods that use much shorter timeframes . I will start with the basic factthat a trading system is profitable if, and only if,  the sum … Continue reading

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Commoditization of Trend following will not affect trends

Another excellent article by Jez Liberty backed by numerical results, something that is uncommon nowadays.  These are my views as related to alpha, beta and the commoditization of trend following:

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The p-Indicator. What is it?

The p-Indicator is one of the most advanced technical analysis indicators in existence today. The following are a few facts about the indicator that contribute to its uniqueness and differentiate it from traditional technical analysis indicators: The calculations of the p-Indicator consider … Continue reading

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A New Technical Analysis Indicator

  I have developed a new indicator that shows trend, momentum and overbought/oversold conditions at the same time. Its performance looks very promising and I am in the process of fine-tuning it.   The indicator is interpreted as follows: if it remains … Continue reading

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