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In a message dated 98-03-12 20:58:56 EST, glens@xxxxxxxxxxxxx writes:
<< ubj: Unidentified subject!
Date: 98-03-12 20:58:56 EST
From: glens@xxxxxxxxxxxxx (Glenn Schultz)
To: omega-list@xxxxxxxxxx (Omega List)
I am a discretionary trader. For the past year I have been looking into
system trading and to date have been unable to create a system that can
outperform my historical record. I addition, I have a friend that traded
like I do and he went to system trading and lost his butt.
In my opinion the evidence is beginning to stack up against system trading.
Has anyone out there switched to system trading and found their performance
improve. All I can say is that I am glad I looked into this system trading
stuff before I put my capital behind it.
Reaching the point of frustration and exhaustion with system trading
Glenn
>>
Glenn-- to each his own, but at least last year, according to Managed
Accounts Report, systems CTA's out performed discretionary CTA's by a wide
margin. The report covers the vast majority of meaningful CTA's. Some years
the trends are there---some years they're not.
Regards, Jack.
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