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Markham Gross


Two centuries of trend following will be a good read for systematic traders / investors, particularly those using the futures markets.   Conclusions of the research will be interesting to anyone considering deploying or investing in systematic long volatility / trend following processes.  Recent years have been difficult for these strategies, and this paper analyses that from a long term statistical perspective. 

The link below takes you to the summary page, from which a PDF file of the paper can be downloaded.  

#trendfollowing  #futures #investing #trading #volatility

Markham Gross

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Get off the sugar.
Fed Up a film that received a lot of attention at the Sundance Film Festival, focuses on the sugar industry and its effect on the health of Americans, and promises to change everything you thought you knew about food and exercise.

I'm very interested in seeing this and hopeful that it delivers the kick in the head that some people need to see sense.

#sugar   #foodindustry   #death   #cocaine  

Markham Gross

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I remember seeing images of this guy when I was a kid back in the South East.  Definitely a legend.   #skiing  

Markham Gross

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Accepting profits and cutting losses short in an uncertain world.
Better find something else to count on.  #pensions #bridgewater #retirement  
You might have thought your public pension was on shaky ground, but you're likely still being too kind.

Markham Gross

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Observational skills are important. 

Markham Gross

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Applied to trading and investing:  Losses cannot be avoided, but must be kept small.  Attempts to avoid losing trades is both futile and fragile.  The world is uncertain. Trading / investing processes should be designed to cut losses short and accept profits from unexpected events. 

Markham Gross

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My level of concern about High Frequency Trading (HFT)  = ZERO.  
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More and more market participants are saying the same thing:

Markham Gross

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Allocating risk instead of capital
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