This is not the reality. Notional funding is not limited to 50%, but can be as high as the client can negotiate with the FCM. jj
Man, you got that right! jj
No offense, but that might be the worst advice I've ever heard. jj
Yeah. In fact, 30-100-30 comes out significantly worse than 30-10-30. (1.32 vs. 2.02) [B] There are a hundred different measurements that...
Your calculation is correct. Upon closer inspection, it appears that your style shift might have occurred in the third year. Only you can know...
You do have enough data to calculate a Sharpe Ratio (all you need is two values). Using more data improves its significance. You should be sure...
Sounds like you've got things pretty well nailed down. Nice work! Next step is to "hire" a salesperson to do fundraising. Industry standard...
That's what I mean by a difficult decision. You are facing the problem of limited resources and it sounds like you might be spread too thin....
Sounds like it might be time to cut your operating costs and plow the freed capital into the new systems. As you have said, "this is a business,"...
No, I would not consider margin until the very end, and then only to make sure that the account was large enough to bear the expected drawdown and...
One thing you might consider looking at is the average daily dollar volatility of the markets. That is the average true range expressed as...
I am very sorry to hear about these unpleasant experiences. FWIW, I am an "emerging" CTA and systems developer. I've written 11 long-term and...
I did participate in the Q4 2003 CTA Star Search competition. Sorry I didn't respond earlier, but I just ran across your post. These were the...
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