https://xuquant.com/tags/trend-following/Recent content in Trend-Following on Xu'Bloghttps://xuquant.com/images/profile.jpghttps://xuquant.com/images/profile.jpgHugo -- 0.152.2enSun, 30 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/turtle_signal_strategy/Sun, 30 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/turtle_signal_strategy/A rigorous analysis of the Turtle Trading Rules: mathematical definitions of Donchian Channel breakout, derivation of ATR-based position sizing and pyramiding logic, and risk control principles of the 2-ATR stop-loss rule.https://xuquant.com/posts/strategies/strategy-analysis-01-atr-breakout/Sun, 23 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/strategy-analysis-01-atr-breakout/Mathematical derivation of the ATR indicator, full implementation of the volatility breakout strategy, backtesting validation, and practical deployment considerationshttps://xuquant.com/posts/strategies/multi_timeframe_strategy/Sun, 23 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/multi_timeframe_strategy/A principled analysis of multi-timeframe resonance: mathematical framework for phase alignment across frequencies, and the statistical basis for combining trend filters with timing signals.https://xuquant.com/posts/strategies/dual_thrust_strategy/Sun, 09 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/dual_thrust_strategy/A formal treatment of the Dual Thrust intraday breakout strategy, with emphasis on its asymmetric range construction and the mathematical implications of K1/K2 skew.https://xuquant.com/posts/strategies/king_keltner_strategy/Sun, 02 Mar 2025 10:00:00 +0800https://xuquant.com/posts/strategies/king_keltner_strategy/A Keltner Channel breakout strategy with OCO order management and a comparative analysis of Bollinger Bands vs. Keltner Channel bandwidth computationhttps://xuquant.com/posts/strategies/atr_rsi_strategy/Sun, 16 Feb 2025 10:00:00 +0800https://xuquant.com/posts/strategies/atr_rsi_strategy/An in-depth analysis of the ATR-filtered RSI breakout strategy, examining the mathematical foundations of volatility filtering, momentum oscillators, and trailing stop optimization.https://xuquant.com/posts/strategies/double_ma_strategy/Sun, 09 Feb 2025 10:00:00 +0800https://xuquant.com/posts/strategies/double_ma_strategy/A rigorous analysis of the dual moving average crossover strategy, covering mathematical formulation, statistical properties, and the structural vulnerability of trend-following systems in mean-reverting regimes.