Search found 5 matches
- Fri May 08, 2009 7:44 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25902
I think that one of the reasons that some pure trend-followers (eg, Richard Dennis and his cohort) do not want to miss even a single big trend is that big trends are relatively rare. I found that these people mostly trade only futures markets, which do not have that many markets, especially when yo...
- Fri May 08, 2009 12:34 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25902
- Sun May 03, 2009 6:10 pm
- Forum: Stocks
- Topic: survivor bias
- Replies: 6
- Views: 9505
- Sun May 03, 2009 6:01 pm
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25902
My take is that feedback loops cause big trends but not all big trends have feedback loops. Some trends may or may not have a positive feed back loop but many do. When I see a trend develop I look to see if there is a positive feedback loop in place, if so, I want to participate. This is how I'm dif...
- Sun May 03, 2009 12:01 am
- Forum: Testing and Simulation
- Topic: Mean reversion system
- Replies: 35
- Views: 25902