For those of you who are CTAs/Fund managers or are other informed parties, how do you avoid 'hot money' investors i.e. investors who trade around...
This would work for a fundamental or value tarder. Is that your style - P2? But it wouldn't work with a systematic/quant guy? But still, all this...
Do you have the formula for this? Please share more info on this with us.
Another twist on your quetsion... Trader/Fund No.1 - Up 1-3% most months, a few down months- none down more than 3% (so far) Trader/Fund...
Talking to the guy , "getting into his head" and seeing if the strategy makes 'sense' may be a good first step... but there should be other...
Any more thoughts on this folks?
Dr. Z, What do you consider the most important characteristic(s)to consider in reviewing a track record (including the sharpe ratio)?
P2 & Dr. Z - So who would you invest with in the above example?
Specifically, is a high sharpe ratio a good thing, is it necessarily indicative of a superior strategy?
Peter I think you were a little too witty for me.. I don't quite understand your point ... care to break it down a little bit more
I am curious how many traders here track their daily/monthly sharpe ratios? What are people's thoughts on hedge funds, CTAs or traders with...
Rethink your statement and tell me if it still sounds logical. By your reasoning all the great funds with 2, 3 5+ track records should NOT have...
Why not?
Thanks Banjo for posting this!
ETs, It seems that despite all the renewed emphasis on due-diligence vis-a-viz thoroughly understanding a manager's trading style/strategy and...
Friends, let's please regain our focus on the initial question posed in this thread. Many Thanks.
The comment was not directed at anyone... I was just thinking aloud. I know there is a lot of bashing and petty fighting on this site, but I...
I've traded both forex futures and spot futures (via online brokers) and I've noticed that the slippage is actually higher in the spot market than...
If you are a dollar bull, this can't be positive, an intervention and yet not much.....
Yes they are still sharply up, but also SHARLPY OFF their highs. Have you looked at an intra-day chart? While you are at it, look at a chart of...
Separate names with a comma.