Hi Samantha -- Thanks for the kind words about my book.
Could you post the code for the momentum / ROC system you are referring to ? Thanks, Howard On Sat, May 30, 2009 at 10:44 PM, samu_trading <[email protected]>wrote: > > > All, > > In his really good book Quantitative Trading Systems, Howard states that > all trading systems will stop working forever at some point (because the > inefficiency in the market they exploit will be killed by everybody jumping > on board). > > On the other hand you have momentum / ROC based systems working forever > now, same for trend following MA crossover systems like The one propagated > by Mebane Faber. Momentum and MA rossover trendfollowing does seem to work > "forever". > > Any comments from the gurus here? > > Thanks, Samantha > > >
