I'm fairly familiar with quantum and I don't recall them having a decade-long Sharpe > 4 but anyway. I agree it is a flawed measure (and just...
Heh I like that, it should be your signature. Certainly sounds better than saying you have a leptokurtic situation going on :D
I'm still waiting on a LJM document stating they have a Sharpe > 4 for 10 consecutive years on one of their funds. Anyone with half a brain is...
In a way you are hinting at the flaws with a standard Sharpe ratio but the focus is really on evaluating how much reward are you getting for a...
Do you have a reading comprehension problem? I'd love to see collateral from LJM claiming a >4 Sharpe on one of the funds for 10 consecutive...
I didn't say impossible, I said extreme unlikely. I've seen some high Sharpes for LJM for a given year (such as say, 2006) but I'd like to see...
Someone with a sustained Sharpe of 4+ is either cheating (let's just file some of the HFTs into this category, OK?) or hasn't been trading that...
Thanks, it is always interesting to see another style at work. Cheers and have a good weekend as well (alas I'm day behind you!).
I don't mean to get into your specific trades I'm more curious about the nature of your portfolio on a historical and ongoing basis. Are you swing...
What next, can I start whining about how little 350K/year gets me in Newport Beach? Is this something I want my name attached to in the media? It...
There is no interest payment on intra-day margin... but it is going to cost you $5K/day in commissions assuming you are paying retail bundled...
Here's the thing: This guy is in charge of MARKETING for Euro Pacific Capital. What kind of knucklehead thinks this is going to be good PR...
If this is the case then you are quite well positioned :D I think a lot of people have joined you as the resistance area we are in seems like...
Just replace the directions with Bulls and Bears and voila you have a tidbit worth the read through this thread.
Good luck to you, cool thread. I will say I feel the shorts just coming into this thing in droves. You can feel it in the breadth, and the...
Do you hold on to losing trades too?
I've eaten there a few times. It was "OK". Typical of many establishments in the area it is more of a "see and be seen" type of joint rather than...
Yes well when your central bank pegs their 10 year these sorts of odd (I like to call them "perverse") things can and do happen. I don't believe...
I hope you understand the fallacy here. You can do better than this, and by better I mean more intellectually honest or sophisticated depending on...
I would suggest posting what build of TWS you are running and which locale you are operating in (US/Europe/Asia?). That may speed up the discussion.
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