Just about everything that Douglas Bry does is systematic and back-tested; so much so that his decision to become a trader seems almost impulsive by comparison. Even back then, Bry had a knowledge of computers, programming and statistical analysis that he had developed as a sociologist working with complex databases. Bry and business partner Philip Spertus develop an automated out-of-sample testing platform and a method for conducting research across markets. The original firm, Technical Trading Strategies Inc, evolved into the managed futures firm Northfield Trading LP. Northfield was up 24.3% in 2007, its first double digit performance since 2000. They traded based on tuning their systems to just the past three years of data, Bry says.
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