Search Results

Search Again

  1. What’s an acceptable max DD for a strategy?

    I am not managing othe OPM now. I do manage for a couple of partners some small amounts, and yes they are very happy
    Post by: macintash, Jan 24, 2013 in forum: Strategy Building

  2. What’s an acceptable max DD for a strategy?

    Usefull answer. I agree there is a big difference between trading your own money and managing OPM. For OPM I would not feel comfortable on...
    Post by: macintash, Jan 23, 2013 in forum: Strategy Building

  3. What’s an acceptable max DD for a strategy?

    Conclusion, this is what I think. The max size/DD really depends on 2 things. 1)Is your comfort level, how much can you see your account down and...
    Post by: macintash, Jan 23, 2013 in forum: Strategy Building

  4. VIX fly / spread journal

    You might be right, was just guessing. When the fly was 75-85 that was the rational that was given by some people.
    Post by: macintash, Jan 23, 2013 in forum: Journals

  5. VIX fly / spread journal

    Yeh, fly is around 28 now (vxx down another couple of dollars). However I am not sure there is a way you can know in "advance" how far a trade...
    Post by: macintash, Jan 23, 2013 in forum: Journals

  6. What’s an acceptable max DD for a strategy?

    I guess there is no simple answer to my question. will have to work it out myself
    Post by: macintash, Jan 22, 2013 in forum: Strategy Building

  7. A Fund vs. Your Own Money

    15 mil is nice amount, congratu. Seems after all your investors liked the high sharpe..:(
    Post by: macintash, Jan 22, 2013 in forum: Professional Trading

  8. What’s an acceptable max DD for a strategy?

    any opinions here?
    Post by: macintash, Jan 22, 2013 in forum: Strategy Building

  9. What’s an acceptable max DD for a strategy?

    So your suggestion is 5X leverage with a 50% DD?
    Post by: macintash, Jan 21, 2013 in forum: Strategy Building

  10. What’s an acceptable max DD for a strategy?

    Let’s assume you have a strategy that produces 50% return (without any leverage) with an expected 10% max DD. Now if you double the size, return...
    Thread by: macintash, Jan 21, 2013, 33 replies, in forum: Strategy Building

  11. Trader P/L 2013

    Do you trade grain futures as well?
    Post by: macintash, Jan 18, 2013 in forum: Journals

  12. Can I keep my Sharpe ratio higher then 3 for a second year??

    Its only 2 weeks into the year, and Sharpe is really meaningless now, but I would just post as part of my journey for the year. For now Sharpe is...
    Post by: macintash, Jan 17, 2013 in forum: Journals

  13. VIX fly / spread journal

    Closed the fly. The feb/mar went for 1.45 and mar/apr for .87 (Fly was .58). VXX added another .06 to the profit. It was a nice trade, looking...
    Post by: macintash, Jan 16, 2013 in forum: Journals

  14. Can I keep my Sharpe ratio higher then 3 for a second year??

    There are 2 types journals here. Some journals focus on strategy (yours is one of them), other focus on personal goals like %return goal or dollar...
    Post by: macintash, Jan 15, 2013 in forum: Journals

  15. Can I keep my Sharpe ratio higher then 3 for a second year??

    Without going to respond to every post I will leave it with the following. I will be posting here how I am doing with my goal of Sharpe +3, if...
    Post by: macintash, Jan 15, 2013 in forum: Journals

  16. Can I keep my Sharpe ratio higher then 3 for a second year??

    Here you go, now lets go to the second bash..
    Post by: macintash, Jan 15, 2013 in forum: Journals

  17. VIX fly / spread journal

    It was the conversation here that helped me push to actually do the trade, however i decided to add vxx to hedge against a major vix fall.
    Post by: macintash, Jan 15, 2013 in forum: Journals

  18. VIX fly / spread journal

    Are you including commission charges in your pnl calculations? on a fly commissions add up.
    Post by: macintash, Jan 15, 2013 in forum: Journals

  19. VIX fly / spread journal

    I am still in it, will probably close it in a few days. So far both legs and hedge are positive.
    Post by: macintash, Jan 15, 2013 in forum: Journals

  20. PHOENIX TRADING's 2013 Prophet and Loss Journal

    Good luck. Just let us know when you have your next big DD..
    Post by: macintash, Jan 13, 2013 in forum: Journals
Showing results 41 to 60 of 272 Next >
Search Again