Tag Archives: losers

Are Quant funds chasing trends resulting to be biggest losers

Quant funds chase trends are biggest losers

Sadly, this is happening as there are many out there which include many dogs. As a result, I did another video as usual.

Check it out here or watch here

‘Quant’ funds chase trends are biggest losers
More articlehttp://quantlabs.net/blog/2017/07/quant-funds-chase-trends-are-biggest-losers/s here
If you have seen my Shopify store, I will use this to leverage a bunch of new videos I will doing live over the next few weeks. Each new video will be used as a form of bonus which will be exclusively for download with limited access.

WARNING!

I have over the last few weeks been promoting everything at a very affordable price. Over the next few weeks, I will be testing new target marketing efforts of households  over $1 million annual income. What does this mean? If successful, I see no reason to keep these rates low as they are. If that is the case, I have received marketing experts say I could charge as much as $400/month. Who knows if this will happen but you may want to take advantage of the current price. They may not last! Here they are:

 

Quant Analytics Click here

ONLY THESE OFFERS WILL BE AVAILABLE

Quant Analytics LITE Click here

Let me know if you are interested in the 3 month or 7 month subscriptions

Note I may be removing these current product from my Shopify store as well in coming weeks.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

‘Quant’ funds chase trends are biggest losers

‘Quant’ funds chase trends are biggest losers

Hahahahahahahaha.

….

Let me get back into my chair

Not good news for those in this ‘quant’ biz

Note that I put quant in quotes

https://www.bloomberg.com/news/articles/2017-07-10/quant-funds-that-chase-trends-are-this-year-s-biggest-losers

Your video will be live at: https://youtu.be/Xg0BA6TuQ94

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Quant opinion: How to treat the losers?

Quant opinion: How to treat the losers?

Anyone care to dicuss some metrics for getting out of bad trades? I’m working on a directional scalping system. It trades 50-200 times per day, so it’s not UHFT. The success rate is north of 95%, but the problem with the other 5% is that the losers can potentially grow pretty large, and offset the profits. So I need to find a quantifiable way to either skip the big losers(or more likely) manage them better.

The entry logic is pretty close to random, so there’s no secret sauce here…

Anyone have any thoughts?

 

What do you mean specifically by “losers … can grow pretty large”.
You have already said they are capped, say, to a 5% of trades (if i got that part right).
So, by “grow ” do you mean that, in your model, position size of losers is increasing, or that distance from entry is increasing, or maybe both ?

PS. Note that since you said that entries are close to random, all the “strategy” reduces essentially to trade and risk management. Which is essentially what you are asking about… 😉

 

-=

right, the losers grow by way of distance from the entry. I’m not using any sizing models. All trades are sized equally at this point.

That is exactly what I’m looking for – some trade and risk management ideas…

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!