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Diversified Trend Trading Approach

Cheers mate. I will check out Alpha's thread and have a good read :-) PS I am luvin' this discussion at the moment mate. Not many want to enter into diversification. We are touching on some great issues here. Let's hope we can translate it into a ...

Systematic Portfolio Diversification - Data Mining Concept

Nice info A. I would love to get my head around the context of your strategy a bit better but recognise you need to keep some info under the hood....but great food for thought

Systematic Portfolio Diversification - Data Mining Concept

Hi J :-) I think the riddle lies in your statement mate. They key is to not bias your portfolio to a single solution. When you make a statement "that I need to move money towards performing sectors and asset classes to decrease dead money"....that ...

Systematic Portfolio Diversification - Data Mining Concept

Hi V Good to have you here as you make the grey matter churn and you raise an excellent point. :-) Diversification is a concept that is applied to divergence and not convergence. Mean reversion is a convergent approach based on the principle of ...

Systematic Portfolio Diversification - Data Mining Concept

Cheers V. Good to have you aboard. I am currently preparing some tools that I will be sharing on the initial post that will assist in this endeavour as you need to interrogate lots of data and need to be very organised. The data mining products like ...

Systematic Portfolio Diversification - Data Mining Concept

I reckon it is something like an acceptance that learning never ends. He certainly recognized in his career that he was no whiz at maths, but his creative passion for deeper understanding and refusal to merely accept current bias and dogma is what ...

Systematic Portfolio Diversification - Data Mining Concept

I tried that once...but after a few months I had to claw my way back into my boss's good graces and in doing so as punishment had to shove my head up my ****** and became 3 feet shorter. Who said trading can't give you back problems for life?:-)

Systematic Portfolio Diversification - Data Mining Concept

Nice benchmarks RR but you clearly are a slightly heavier hitter than me....but then you are a martial artist after all. Good to see some realism applied when you have significant skin in the game. A breath of fresh air

Systematic Portfolio Diversification - Data Mining Concept

It's coming mate and the reason for this thread - A proof of concept over the next couple of years. The calls will be coming from EA's so they can all be independently validated and portfolio results will be generated from an FX Blue consolidated ...

Systematic Portfolio Diversification - Data Mining Concept

That gives me hope Brownie. Hopefully I am on the right track with this project.

Systematic Portfolio Diversification - Data Mining Concept

Mate...Remember I am fairly new to the game of data mining but I am approaching it from a risk management perspective where I think that most don't.....and hence the failure rate I have been working on and off with algorithmic trading for many years ...

Systematic Portfolio Diversification - Data Mining Concept

Thanks Pip. This helps a lot. :-)

Systematic Portfolio Diversification - Data Mining Concept

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Diversified Trend Trading Approach

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Systematic Portfolio Diversification - Data Mining Concept

Nice J. I hope all is well mate :-)

Systematic Portfolio Diversification - Data Mining Concept

Yep L....that will be part of the recipe :-)

Systematic Portfolio Diversification - Data Mining Concept

Psssst. LTCM (despite the nobel brains) was a convergent player (not a divergent one) evidenced by its tumultuous crash through it's exposure to predictive convergent arbitrage plays and Buffet despite his convergent fundamental value investing ...

Systematic Portfolio Diversification - Data Mining Concept

Cheers H :-)

Systematic Portfolio Diversification - Data Mining Concept

Cheers 60. You have been one of the guys that have really helped steer me down this particular path mate (without probably realising it)....so I take the compliment, but give a bigger one back to you mate.

Systematic Trend Trading