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General Specifics

June 8, 2009

Some of the trades and trends the trend following systems caught in the past three months. Note the systems don’t have any human intervention.Note the systems have no human intervention in decision making process. [India doesnt allow program trading, so finally I have to execute them]

NIFTY

NIFTY

NIFTY

TATAPOWER

TATAPOWER

TATAPOWER

KHAITAN ELECTRICALS

KHAITAN ELECTRICALS

KHAITAN ELECTRICALS

NBVENTURES

NBVENTURES

NBVENTURES

ASHOKLEYLAND

ASHOKLEYLAND

ASHOKLEYLAND

Three things are visible:

1. The systems never nailed bottoms

2. The system never thought, if its costly or cheap. Whats costly today will be cheap tomorrow[in case of bull run] and the opposite in case of a bear run

3. Capital Allocation is the toughest thing, the systems had to face while designing. In this case, the portfolio missed some opportunities too, which came around to be extremely profitable. But we can’t nail the entire market. Somebody’s gotta give!

Although, this is against my principle to talk publicly about the open positions or even the trades,the systems take, but I think its necessary for people who stumble across here as well as to remind myself there are somethings in life which you should always remember.

Thanks for the shameless bit of self promotion 🙂 But the lessons at the end, are perhaps the most important lessons. Heck, I think I will be writing this for my yet to be conceived kids, if I  die right now! 🙂

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