C., these are optimized testing results (Somehow curve fitted) not very reliable, this system use 1:1 Leverage with no stops and was always in the Market with no additional filters, just raw SMA's.

Diversified Trend Trading Approach

Thank you mate, not the results that we hoped for, still the TMA's to test. Included some optimized parameters, portfolio Metrics with optimized MA Crossover results on a small portfolio of Futures with 10 years data testing period.

Diversified Trend Trading Approach

A Quant’s Approach to Building Trading Strategies: Part Three By Amal Masri Wednesday, February 24, 2016 How do you monitor and manage your model once live? Do you set up predefined monitoring rules or circuit breakers that take the model out of ...

ETMA_The Evolution

Your one stop position sizing tool, download it on your iPhone or Android Phone, very useful. Trade OptimizerTM 14 Profesional Trading Calculators for position sizing and trade analysis - See more at: url

ETMA_The Evolution

That's the tall not the grande, meaning the small not the medium size, by the way wise choice to choose wine instead of coffee but its little bit early for me here, maybe in 3 - 4 hours time with some hot potatoes and onions on the stove and some ...

ETMA_The Evolution

Rainy and Lazy Sunday afternoon, the weekend is almost over, enjoying a good cup of coffee at my favorite starbucks with my other half .

ETMA_The Evolution

its working now. url

ETMA_The Evolution

Not working at my end also, the whole BMT Site is apparently down at the moment, try again later.

ETMA_The Evolution

MANAGED FUTURES: GOOD START OF THE YEAR February 19, 2016 by Shane Wisdom Managed Futures started 2016 with a good overall performance. All the managers we track in this report produced strong positive returns. Please find below the detailed ...

ETMA_The Evolution

Trend Following Wizards – January February 19th, 2016 The Trend Following Wizards started the year very well. Nearly all managers had a positive return for January and the overall result is fairly strong at +3.47% average.

ETMA_The Evolution

A goldmine of algorithm trading info, read it all . KJ Trading Systems Kevin Davey - Ask Me Anything (AMA)

ETMA_The Evolution

One More Free Data Gold Mine : url

ETMA_The Evolution

Develop, back-test and implement a mechanical trend following system for a diverse portfolio of highly liquid futures markets.(The Seykota's Way) A template for creating a Systematic Trend Following Models.

ETMA_The Evolution

Model Validation “Turtle Trading System”.

ETMA_The Evolution

After you finish this project you should continue testing the DMA and TMA Models that wisdom trade, i noticed that these models come out winner every month, quarter and year in there published results, they tend to out perform the Donchian Models in ...

Diversified Trend Trading Approach

Great Job C., one (Or the only one) of the most detailed i have seen on FF, this work is definitely and clearly on Institutional level , are u sure u didn't work at GS Before.

Diversified Trend Trading Approach

Thank you guys, may the pre FOMC volatility be with you.

ETMA_The Evolution

The 5 money management and position sizing secrets of the Turtle Traders The Turtle traders were a legendary group of traders coached by two successful traders, Richard Dennis and William Eckhardt. They selected 10 people (turtles) with little to no ...

ETMA_The Evolution

A great place to look into the Past, Present and Future of Quant trading models. url

ETMA_The Evolution

The Same system and the same settings that i trade from the same legend. "Make everything simple as possible but not simpler". "May the expectancy be on your side". Best, B.R.

Diversified Trend Trading Approach