Hi,
Has anyone ever seen a good study (academic or otherwise) that does an analysis of implementation of a trend following strategy with a limited account?
There are some good examples here of a trend following strategy backtests and optimisation. However, there is no study as to the impact of having an account smaller than $1 million (their starting account size).
I also know Van Tharp in “Trade your way to financial freedom” (2007) has a table detailing what would happen with an account of $1 million but with $x allocated to each trade.
But I’m more talking about a study of exactly what is the effect of starting with an account of $1 and up from there.
Cheers,
drolles
Has anyone ever seen a good study (academic or otherwise) that does an analysis of implementation of a trend following strategy with a limited account?
There are some good examples here of a trend following strategy backtests and optimisation. However, there is no study as to the impact of having an account smaller than $1 million (their starting account size).
I also know Van Tharp in “Trade your way to financial freedom” (2007) has a table detailing what would happen with an account of $1 million but with $x allocated to each trade.
But I’m more talking about a study of exactly what is the effect of starting with an account of $1 and up from there.
Cheers,
drolles
