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Old 10-09-2007, 11:29 AM
kimchi kimchi is offline
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Join Date: May 2006
Location: FU minbet
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Default Re: I DESERVE RESPECT

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overall, i think equities get the closest to efficient and currencies and some bond markets get the furthest (UK IL bond market, US LT treasuries mkt etc.)...currencies are the definite furthest though imo.


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That's interesting, because when I was designing a trend-following trading system a while back, i discovered that individual equities trend the least efficiently, followed by equity indexes, commodities, and currencies which trend the best. i didn't study bonds as they weren't suitable for my system.

I assume this ties into their efficiency.
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