June 8, 2010 1 Comment
This is a great place for all mechanical traders, especially those with an inclination for trend following methods. As with many traders Jez Liberty faced many challenges and a big drawdown early in is trading life.
My first priority now is to build a “simple” long-term end-of-day trend following system for futures while accumulating enough capital to trade it. And I intend to document that journey through this blog, hopefully connecting with or helping traders with similar interests.
Some of his noteworthy works include a monthly reporting of the state of trend following. This is where he gives a wrap up of all the common trend following techniques that is widely used and also constructs a composite index out from these strategies and reflects upon their performances. In addition, he also follows a list of trend following hedge funds and checks on their performances too.