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40in20out
@
40in20out
Chicago
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The Real Time Trend Trading Experiment -- An Academic Project to publish CTA Trend Beta
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823
Tweetovi
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197
Pratim
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190
Osobe koje vas prate
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| 40in20out proslijedio/la je tweet | ||
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Annie Duke
@AnnieDuke
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4. velj |
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I can’t wait for this from @morganhousel! twitter.com/morganhousel/s…
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40in20out
@40in20out
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4. velj |
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Last week's low in the #SP500 takes on added importance as the lowest low of the past 20 days. Follow the dynamic #TrendingNow protective trailing stop at 40in20out.com/logon.asp for indications that this move may finally be drawing to a close. #trendfollowing #assetallocation pic.twitter.com/xFUtA3Fgk1
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40in20out
@40in20out
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1. velj |
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C'mon. Next they'll be throwing Martin Armstrong back in jail... twitter.com/LibertyBlitz/s…
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40in20out
@40in20out
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27. sij |
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The hypothetical 40in20out.com model to generate #trendfollowing Beta now has 10 shorts and 13 longs. This diversification helped to offset today's "backing and filling" on long-held equity long positions. Follow trades from cradle to grave: 40in20out.com/logon.asp pic.twitter.com/NPJquosf8W
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40in20out
@40in20out
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27. sij |
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Speaking to the power of #diversification in a #trendfollowing #portfolio, despite being long equities, many accounts may well have been up on the day. It was actually Copper and Cattle which were the most "active" instruments as measured vs 20-day ATR 40in20out.com/logon.asp pic.twitter.com/jNz6Ey5h5u
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40in20out
@40in20out
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27. sij |
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Few things say "Pandemic breakout" as Copper, reversing from a #trendfollowing long to a short in 3 trading bars. Keep tabs on this trade from cradle to grave at 40in20out.com/logon.asp pic.twitter.com/Rq77NSS7id
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40in20out
@40in20out
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24. sij |
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Fixed Income breaking out to the upside again? Simple benchmark 40in20out.com #trendfollowing model getting back in... Follow hypothetical trades from cradle to grave at 40in20out.com/logon.asp #trading #fixedincome #stocks #assetallocation #AssetManagement pic.twitter.com/xs1EnAtE15
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40in20out
@40in20out
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23. sij |
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Tried the upside in Crude... Now, some may be also willing to try the short side as the 40in20out.com #trendfollowing model takes a position below the lowest low of the past 40 days. pic.twitter.com/bhFnatBbSr
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40in20out
@40in20out
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15. sij |
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Here is what a trillion dollars in #NotQE gets you we suppose... Daily chart of S&P 500 and a simple #trendfollowing model still long from Oct 25 breakout as volatility remains very low. May wish to advance protective sell-stops to lock in profit. Follow @ 40in20out.com pic.twitter.com/YOSXODrla1
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40in20out
@40in20out
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8. sij |
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A 6.9 StDev event by at least one measure. We compare the day's range of each instrument to its 20-day ATR. Next, we take the avg of the entire 40in20out.com #trendfollowing portfolio using data from every minute over 6 years. Today was highest reading of the dataset. pic.twitter.com/mdoioALkee
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40in20out
@40in20out
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8. sij |
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You will be hard-pressed to find a day that is this volatile as Crude now hits 5.2x a "normal" day's range. twitter.com/40in20out/stat… pic.twitter.com/F313szL17r
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40in20out
@40in20out
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8. sij |
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Busy day. Crude hit 4 times a "normal" day's range today, expressed as 400% of a 20-day "Average True Range" in our #benchmark #trendfollowing model seen on this table. Consider following along in 2020 here: 40in20out.com/logon.asp
#timestamp #trading #TradingSignals pic.twitter.com/wJXLav746m
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40in20out
@40in20out
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7. sij |
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Keep an eye on this potential 40-day #trendfollowing breakout in #BTCUSD For reference, the 20-day ATR is about $300. pic.twitter.com/LMYk6WBwTC
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40in20out
@40in20out
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31. pro |
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Long positions in Bean Oil and Coffee lead the performance of the hypothetical #trendfollowing benchmark 40in20out.com model in December, estimated at +6.46% after commissions and fees. #trading #Commodities #assetmanagement pic.twitter.com/qE4HPbdNJM
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40in20out
@40in20out
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25. pro |
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It always seems to be the NY markets which cause strange problems handling null values: Day +0.57%, MTD +3.20% YTD -9.55% Santa is in his shop making repairs... twitter.com/samdruss/statu…
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40in20out
@40in20out
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10. pro |
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3 steps and stumble? twitter.com/NorthmanTrader…
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| 40in20out proslijedio/la je tweet | ||
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Annie Duke
@AnnieDuke
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3. pro |
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"Be agnostic, adaptive, open, truthful to yourself and a student for life. This should compound both knowledge and wealth."
Thank you for the great summary of #ThinkingInBets, Quantified Strategies .
quantifiedstrategies.com/my-favorite-qu…
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40in20out
@40in20out
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3. pro |
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WHEW -- That was close! (to the lowest low of the past 20 days) 40in20out.com long Naz #trendfollowing position survives the day by a hair, but cannot take another day like the past 2... Follow along for RT alerts and never miss another trend: 40in20out.com/signup.asp pic.twitter.com/HaWyjZrIKY
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40in20out
@40in20out
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3. pro |
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Just to recap developments, this beleaguered measure of portfolio #trendfollowing strength totemasset.com has been running almost solely on the equities for the past month. The past couple of days has damaged at least short term and possibly longer term hopes there, too. pic.twitter.com/AIfs2Cvl6P
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40in20out
@40in20out
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3. pro |
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What we're watching today: the 20-day low from Nov 6 in the Naz... Our extraordinarily simple 40in20out.com #trendfollowing benchmark is patient enough to wait for this level to be breached in order to trigger a liquidation of longs and lock in profits. #stockstowatch pic.twitter.com/l1FC2UhhXg
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