Category Archives: Trend Following With Ranking

Updates for Week of 20120312

Current positions for the artificial intelligence 1 system: long – candian $, gold, sugar, soybeans, australian $ short – t-bond, live cattle Current positions for the hedge fund portfolio: long – DBC, VWO, IJR, RWX, VNQ, SCZ, IWM, BWX short … Continue reading

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Updates for Week of 20120227

Current positions for the trend following with ranking system: long – feeder cattle, 5 year t-note, russell 2000 short – natural gas, rice, coffee, cocoa, wheat, corn Current positions for the hedge fund portfolio: long – DBC, VWO, IJR, RWX, … Continue reading

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Updates for Week of 20120220

Current positions for the trend following with ranking system: long – feeder cattle, 5 year t-note, russell 2000 short – natural gas, rice, coffee, cocoa, wheat, sugar Current positions for the hedge fund portfolio: long – DBC, TLT, VWO, IJR, … Continue reading

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Updates for Week of 20120213

Current positions for the hedge fund portfolio: long – DBC, TLT, VWO, IJR, RWX, VNQ, SCZ, IWM short – DBA, GLD, SHY, BWX Current positions for the trend following with ranking system: long – australian $, lumber, eurodollars, copper, russell … Continue reading

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Updates for Week of 20120206

Current positions for the hedge fund portfolio: long – DBC, IWM. IJR, SCZ, VWO, TLT, VNQ, RWX short – DBA, GLD, SHY, BWX Current positions for the trend following with ranking system: long – orange juice, russell 2000, gasoline short … Continue reading

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Updates for Week of 20120130

Positions for the artificial intelligence 1 system: long – t-bond, soybeans, coffee short – copper, gold, silver, cotton I have had a lot of problems with entering positions on collective2, so I will update this list when the problems have … Continue reading

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Updates for Week of 20120123

Only stops have been updated for the hedge fund portfolio ,the Trend Following With Ranking , and the artificial intelligence 1 systems. For the latter system, some positions have been closed due to stops/targets being triggered.

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Updates for Week of 20120116

Only stops have been updated for the hedge fund portfolio and the Trend Following With Ranking system. Positions for the artificial intelligence 1 system: long: silver, live cattle, soybeans, sugar, t-bonds, copper short: cotton, russell2000, wheat, natural gas, coffee

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New Trading System: Trend Following With Ranking

I have been using the test portfolio to test a new trend following system. I call this system Trend Following With Ranking. The system uses three criteria to select trades. First, a trend following algorithm is used to identify the … Continue reading

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