The reverse is also true, FoF and Pension funds would maintain a good relationship with banks to get access to top tier hedge funds (not to...
Oops, you might be asking how much investment banks charge for capital introduction. The number ranges from zero (friends, or important...
Well, Banks are not *supposed* to screen their customers. Clearing and asset mgmt supposed to have a "chinese wall" between them. But this...
This is a funny story, he made the mistake of first clearing all of his business with the clearing arm of an investment bank (he really didn't...
This person is not a hedge fund, but a strictly proprietary investment pool, mostly his own and *maybe* family money. I just know him, not that...
A lot of the return is strategy dependent. Especially in today's environment, 15/10 for a hedge fund book (say around 1-10M) would be...
The main point is "consistent", try computing the Sharpe Ratio (or Sortino) on your periodical returns. Anything > 0.5 can be considered...
Absolutely agree, but they also suffered from liquidity risk. Read Roger Lowenstein's book, "When Genius Failed', LTCM was accounting for...
Disclosure, I am Chinese, and have somewhat of a passing interest in China. The China securities regulation is problematic, securities fraud...
Lacoon, I am a member of exchange, so no broker is involved. I know it is not the norm. So my system would directly send orders into the...
Let me see: I used a mixture of C/C++ (mostly C for raw speed), on Windows, should have used Linux, one of my library wasn't available for...
A lot of the firms on this list won't accept any proprietary traders, such as: DRW, Donnie Wilson, good futures and options MM, Wolverine...
I was talking to head of Product management and head of Technology for CME about a year ago, this same topic came up. CME Globex is clearly...
Wow, reading through some of the posts, most of the ppl are much better than me. Let me see: a) 5 years b) Around 100-150k, probably...
To some extent, OBI and their derivatives are being used. Probably mostly because the algorithms are so simple to implement (heh). I have...
In some ways, the classical TA people are pioneers to high freq analysis. I have John Murphy's book, while somewhat basic by today's standard,...
Definitely measurable, naturally both systems are using the historical sims for say, correlation calculations. Let's say my scenario DB has...
Here is an old list I have from late 2003, interms of AUM. I would think that some the larger ones like Moore, Citadel would be 20-25% larger...
A couple of things, Erlang is an interesting language, but probably won't be used to write the low level data scrubbing code. One thing...
Richard, there are quite a few high frequency hedge funds. Steve Cohen of SAC investment, DE Shaw, are two better known examples. Two Sigma...
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