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Trend Following System (Read 11292 times)
miguelta
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Trend Following System
05/13/10 at 17:10:56
 
I am developing trend following System to invest on S&P 500 stocks.

The performance the last months is

15% my system  7% S&P 500

I used matlab code, and data base from bloomber...

Month performance:

Month Mitainvest S&P 500
February 2010 1.1 % 2.85 %
March 2010 6.45 % 5.88 %
April 2010 11.15 % 1.48 %
May 2010 -1.54 % -1.66 %

I am interested in contact whith people who is developing Stock programs...

Thanks





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guru
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Re: Trend Following System
Reply #1 - 05/16/10 at 07:25:49
 
your results look good. I am not yet as successful as you. My efforts at building my system are documented at http://blog.kilotrader.com
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Ricky Johnson
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Re: Trend Following System
Reply #2 - 09/24/10 at 12:30:49
 
I  thought your results are good.
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« Last Edit: 09/22/11 at 13:31:00 by Algo Designer »  
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Lawrence
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Re: Trend Following System
Reply #3 - 11/20/10 at 03:18:19
 
For a good start on a trend following system see:
http://www.seykota.com/tribe/TSP/index.htm
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Algo Designer
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Re: Trend Following System
Reply #4 - 05/31/11 at 11:41:16
 
Does anyone from this forum run a successful fully-automated trend following system?
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"Success is the sum of small efforts, repeated day in and day out..."
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