As other replies mentioned, how big is it compared to your long term backtested drawdowns? If it has exceeded the expected maxdrawdown by a good...
thanks rosy & nach. I will explore your suggestions.
A lot of my current strategies are cross-sectional in nature. They rank across a universe of stocks for several factors daily. Then it does a...
Quite exciting news, might be an interesting way for asset managers to unlock new AUM.
When I filed my tax return on April 11th 2014, my CPA checked the box on the K-1 and claimed the 475(f)-MTM election for my trading entity. So I...
thanks for uploading. I volatility normalized your different systems and fed the return streams into my system picker. I didn't come out well. It...
Nice work. Don't want to sidetrack this thread but I working on a system activator/de-activator algorithm and like to test it out on other...
In my past i used work for an affiliated firm of ahl so i was somewhat familiar with their product. Ahl, Aspect and the like would have gradually...
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google incubator funds. your other option is to not go the hedge fund route but instead do separately managed accounts.
I just signed up for a free account there and looking at some of the symbols traded. Most of the stocks seem really thinly traded. And all of them...
nevertheless it does look interesting. what is the strategy these guys are doing?
That's my issue with the treasury futures as well, the bid/ask creates a hurdle for faster strategies. Can you clarify? what do you mean by "put...
CSI gets a bit expensive if you want to go back multiple years of an option portfolio of say 15 commodity markets. The only cheap possibility that...
I think Japan has a very interesting stock market. I have tested some persistent short term edges that are different than what I've seen here in...
RJO (or any FCM) won't open a block account for you until you have multiple client accounts with them so for now don't worry about the block...
interesting - there is a CTA trading milk futures exclusively
curiosity is piqued, care to share the obscure instrument? (assuming it is no longer profiting?)
The FCM will set up a block account in your CTA's name only when you have multiple client accounts with them, one of those can be your account (or...
I'm surprised ET allows its sponsors to get flamed in this fashion - could seriously deter potential new sponsors Baron? I signed up with spread...
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