Algorithmic Trading Group Forum - Trend Following System

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Trend Following System (Read 19339 times)

miguelta

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I like this forum!

Posts: 1

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 Newbie Offline I like this forum! Posts: 3	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 Newbie Offline I like this forum! Posts: 9	Re: Trend Following System Reply #2 - 09/24/10 at 12:30:49 I thought your results are good.
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Lawrence Newbie Offline I like this forum! Posts: 5	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 Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	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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