Monthly Archives: January 2011

The State of ETFs – January 30, 2011 – The Week Ahead

As of the close of Friday, January 28, 2011, there are only two changes in ETF trend table. There are not any overbought or oversold conditions present. Share

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Why trend following is hard – a quantitative answer

In this post I will try to demonstrate with a quantitative analysis why trend following is harder than other trading methods that use much shorter timeframes . I will start with the fundamental statement that a trading system is profitable if the sum of its … Continue reading

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The State of ETFs – January 28, 2011

The ETF trend state as of the close of 01/27/2011 is as follows:    Share

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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: Share

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The State of ETFs- January 26, 2011

As of the close of 01/25/2011, there are 5 changes in the ETF state table: Share

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The State of ETFs – January 25, 2011

As of the close of 01/24/2011 there is just one change the ETF state table from last Friday’s close:  Share

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The State of ETFs – January 22 Weekly Recap

As of the close of Friday, January 21, 2011, there are two changes in the ETF trend status table:    Share

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The State of ETFs – January 21, 2011

As of the close of 01/20/2011 there were four changes in the ETF state table below: Share

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