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SI244: Trend Following - How to Hunt them & Select a Manager ft. Richard Brennan

Top Traders Unplugged

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The Benefits of Hindsight Bias

The top 10 managers in 2000 produce a compound annual growth rate of 9.8% with a maximum drawdown of 12.6%. But as I said before, that's using the benefit of hindsight bias because we have the monthly histories behind us. So is there a process therefore that we can apply to converge towards that optimal solution? And there is a process we can apply and effectively it's very much like a walk forward technique.

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