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Preview: Au.Tra.Sy blog - Automated trading System

Au.Tra.Sy blog – Automated trading System



Systematic Trading research and development, with a flavour of Trend Following



Last Build Date: Tue, 10 Apr 2018 14:33:43 +0000

 



State of Trend Following in March

Tue, 10 Apr 2018 14:33:43 +0000

  A fairly neutral month for the index after the up-and-down start of the year, leaving the index in slight negative mode for the year. Please check below for more details. Detailed Results The figures for the month are: March return: 0.9% YTD return: -1.1% Below is the chart displaying individual system results throughout March: […]



Trend Following Wizards – February 2018

Thu, 29 Mar 2018 15:54:41 +0000

February saw a strong set of negative results, in unison for all Trend Following Wizards in this report, taking the composite YTD index in the red. Below are the full results as of end February 2018: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -2.83% -1.11% $209M Altis Partners2 -8.19% -0.56% $201M Aspect […]



State of Trend Following in February

Tue, 06 Mar 2018 12:00:57 +0000

  The State of Trend Following index opened the year with strong returns, but February brought the index down with a strong negative performance. Please check below for more details. Detailed Results The figures for the month are: February return: -8.16% YTD return: -1.94% Below is the chart displaying individual system results throughout February:   […]



Trend Following Wizards – January

Wed, 21 Feb 2018 17:44:58 +0000

The year started strongly for the Trend Following Wizards. All funds but one reported a positive performance for an aggregate return of +6.23%. Below are the full results as of end January 2018: Organisation / Fund Return YTD * AUM ** Abraham Trading1 +2.13% +2.13% $217M Altis Partners2 +8.35% +8.35% $221M Aspect Capital3 +8.72% +8.72% […]



State of Trend Following in January

Tue, 06 Feb 2018 17:38:09 +0000

  The State of Trend Following index starts the year with a strong performance to bounce back from the 2017 lows. Please check below for more details. Detailed Results The figures for the month are: January return: 7.25% YTD return: 7.25% Below is the chart displaying individual system results throughout January:     And in […]



Trend Following Wizards – December 2017

Thu, 18 Jan 2018 17:14:41 +0000

The Wizards finished the year on a positive note, with December taking the index back to positive territory to finish the year just above zero. Below are the full results as of end December 2017: Organisation / Fund Return YTD * AUM ** Abraham Trading1 +0.23% -9.02% $212M Altis Partners2 +4.26% +21.67% $203M Aspect Capital3 […]



State of Trend Following in December

Tue, 09 Jan 2018 14:29:30 +0000

  Near-perfect neutral month for the State of Trend Following index to close the year just in negative double-digit territory. 2017 was not the best year for the strategy. Let’s see what 2018 has in store. Happy new year to all readers and best wishes for profitable trading. Please check below for more details. Detailed […]



Trend Following Wizards – November

Thu, 28 Dec 2017 06:42:23 +0000

Mixed results for the Trend Following Wizards last month, with a slight negative trend, both year-to-date and for the month. Below are the full results as of end November 2017: Organisation / Fund Return YTD * AUM ** Abraham Trading1 -2.15% -9.28% $213M Altis Partners2 -0.27% +16.70% $208M Aspect Capital3 +1.40% +4.66% N/A Beach Horizon4 […]



State of Trend Following in November

Fri, 08 Dec 2017 13:31:11 +0000

November was down for the index, sitting just below the negative double-digit line before year-end. It looks like the State of TF will end in the red in 2017, unless a strong bitcoin-inspired December rally lifts the index back in the black. Please check below for more details. Detailed Results The figures for the month […]



Trend Following Wizards – October 2017

Tue, 28 Nov 2017 15:38:25 +0000

October was a very good month for the Trend Following Wizards, with the average index back to levels close to break-even for the year. I am available for projects After being away for a while, I have relocated to London and am looking for new projects and opportunities based here. If you are interested in […]