THE REAL-TIME TREND TRADING EXPERIMENT ™

Individuals

Institutions

LEARN. TRACK. COMPARE. ™

Do you have natural trading talent?
FIND OUT

RESEARCH AND WHITEPAPERS

• Reminiscences of a Stock Operator
• Futures Mag - Jun 2016
• CFM - Two Centuries of Trend Following
• AQR - A Century of Evidence on Trend-Following Investing
• Original Turtle Rules

BASE ASSUMPTIONS

As an Institutional Investor and for purposes of our discussion, we will assume that:

• You are already familiar with trend following strategies.
• You understand the potential benefits of including lowly-correlated convex strategies into your investment portfolio.

If this is not the case, consider reviewing the material from our Individuals, Research and Learn sections of this website for more information and to begin your trend following journey.

CONSULTING

Perhaps you have already engaged in trend trading activities in-house or are seeking outside consultants. With a clear demonstration of reliable and deep expertise in the trend following arena, we may be able to help augment, start or replace your research efforts with or without long-term commitments. Contact us today to discuss.

Futures

Equities

Cryptos

ALTERNATIVE DATA

Firms we consult with may receive position files via FTP with daily updates. We've got a lot of data...

Use cases and research projects for our "Balanced Trenary" ( -1,0,+1 ) position files are limited only by your imagination. Imagine if these were used as inputs in your unsupervised machine learning algorithms or for data visualization and regime identification?

Be advised that past performance is never any indication of future returns and trading involves the risk of capital loss. Here is a very simple example in R showing 40in20out positions over time for the S&P 500. We've painted the bars Dark Green when long, Red when short, and went ahead and removed the bars that are neutral in order to remove some of the market "noise".

Sample R Code:
( download R code and sample data: 40in20out_example_R.zip )

Data:

Result:

TECHNOLOGY

With decades of experience, we have accumulated a lot of knowledge to share and help cut down your learning curve. We've got:

• CQG PAC files
• EasyLanguage Code
• TradingView PineScript Code
• R Code
• Python Code
• ...and more!

We can spin up something custom for you usually while keeping within your own technology stack.

COMPARE

Our research team has the capability to perform Efficient Frontier tests on your investment portfolio and perhaps answer some of your challenging questions:

• How is trend performing compared to your other managers' performance?
• How is trend performing compared to the S&P 500?
• Which instruments are most likely contributing to trend performance?
• Are you positioned with the trend or against the trend?
• Should I include trend in my investment portfolio? How much?

 

CRYPTOS AND EQUITIES

In response to high demand, we began to roll out public beta testing of similar techniques applied to the Crypto and Equities markets in early 2022. These hypothetical trades are monitored at end of day only, and the model is slightly different from the Diversified Futures Portfolio. No matter if you are just beginning your trend following journey or if you are a seasoned expert, for whatever markets you are looking at there's a good chance we've got your interests covered.