January – September 2023, Factor Prop Account

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A few FAQs:
What does P, T, and LT mean in the second column?
  • P is tranche with looser trailing stops
  • T is trade with aggressive trailing stops
  • LT is a long-term trade; the looses trailing stop

Will you go into more detail on specific trades? Can I get the Excel document instead?

  • No

 

Jan-Sep 2023 Factor Prop Account

Two Centuries of Trend Following, Lamperiert et al, 2014

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Two Centuries of Trend Following

Pseudo Mathematics & Financial Charlatanism Effects of Backtesting, AMS Journal

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The Effects of Backtest Overfitting on Out-of-Sample Performance

Pseudo Math & Financial Charlatanism Effects of Backtesting, AMS Journal

Lessons from Trading Greats, Vol 1, Macro Ops

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Jesse Livermore, Ray Dalio, Paul Tudor Jones, Stanley Druckenmiller, George Soros, Michael Marcus, and Bruce Kovner

 

Lessons from Trading Greats, Vol 1, Macro Ops