Jerry Parker
@rjpjr12
Caveman Vintage Retro Classic Pure Trend Following + Nothing.™ Trend Following Alone.™ Not mean-following. Outlier Hunter. Practitioner of weird magic.
ID: 25882361
http://Chesapeakecapital.com 22-03-2009 21:17:58
22,22K Tweet
30,30K Followers
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"If the non-trend things added meaningful value, you would expect the Sharpe ratio of the broader SG CTA Index to be meaningfully higher, and the Trend sub-index to be somewhat lower. I don’t see the evidence of that." Andrew Beer #trendonly toptradersunplugged.com/podcast/ctas-v…