Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
State of trend following

I'm not sure if everyone here have seen this but this is most interesting series of stats about specific trading method:

State of trend following

These posts tracks various basic trend following methods vs overall market for each month

http://www.automated-trading-system.com/state-of-trend-following-in-may-4/

1 response

Yes, very old hat to old fashioned trend followers in the futures markets. A good guy and a great site but as I have so often said there is no magic or secret on TF. Pick a method and ride the waves. I do. It's as old as the hills. Stock indices do the same thing.