I am the Director of Operations at The Bornhoft Group. Building on a life-long fascination with systematic solutions to business problems, I am applying my engineering and math skills to the Alternative Investment field with a particular focus on systematic trading strategies and portfolio optimization. Although currently on hiatus from blogging, I am leaving this blog in place in the hopes you will find some topics of interest! View my complete profile.

We provide sophisticated historical simulation and trading software supported by professionals with many years of experience trading the markets systematically as both private and institutional investors.

Trend Following is a trading strategy that does not attempt to predict market movement but instead only to ride the trend when it does appear. It does not rely on analysts, brokers, TV personalities or hot tips. Trend Following instead relies on systematic rules and probabilites to make money over the long run. This quote from Michael Gibbons.

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The Encyclopedia of Quantitative Trading Strategies. Turn academic research into financial profit. Searching for trading strategies? We have already read tens of thousands. We have identified more than 270 attractive trading systems. Together with hundreds of related academic papers. Already have an account? Choose your trading strategy. From simple to very complex. Equities, bonds, commodities or FX.

Do you need ideas to help you develop your Trend Following System? For more information on the parts of a Trend Following System, visit www. When do I buy? When do I enter the market and take a position? How much do I buy? How do I calculate position size? When do I get out of a losing position? How do I cut losses short? When do I get out of a winning position? How do I let winners run? .