Following the Trend
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Tagged with: Counter trend trading model - Full source mdocs-cat-10 memphis documents library
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Tagged with: Counter trend trading model - Full source mdocs-cat-10 memphis documents library
Hello, I am looking at the P&L pictures of “Counter trend trading model” and “Trend following trading model”. These two models are supposed to have 0 or negative correlation with each other, but it’s not that obvious on the pics. For example, when the Trend Following performed badly in 2011,2012 and 2013, the Counter Trend model had the same bad return number. The counter trend model should make some money in those three years if they are bad for trend following.
Please let me know what you think about that, thanks!