don't think profit factor is really that important. only if you trade one instrument at a time. if you trade multiple markets it's pretty useless.
Wow... I must really suck. Managed to achieve 1.56 over the last 11 months. I should get back to equity trading. 2007 scored 3.7 in that portfolio.
(out)liers?
check out 2016 contracts over the last couple of days. apparently GS report positive about longer dated contracts and due to limited liquidity...
Right. Have seen these guys as well 2 years ago and got the same story. Larger institutional investors won't even look at a fund with less than...
That would indeed be the big misconception popular around ET...
This obviously very much depends on the leverage you employ. The problem with written options is that the implied leverage is usually way to big...
Exactly the sort of attitude that'll be the death of real hedge funds. All those funds targeting libor plus 400 with limited volatility aimed...
The long only investors that indeed have put large amounts of money in commodities aren't buying on margin son.
what stock are you referring to? btw, amazing how much volume Citadel does. oh, It gives credit to both market makers involved in a...
Once again totally incorrect. Good to see how many 'elitetraders' have no clue how their central bank works.
yeah... keep on dreaming.
no problems mate. have my bad days as well ;) haven't been managing OPM for ten years. been a corporate bond trader for five and traded my own...
swap doesn't mean the swap you think it means in this case
Granted, my comments were a bit generalized. But I've been in this business for over 10 years and am running my own fund so I do have some...
This a lot of b*llocks. Most investors rightly demand that managers put a large amount of their net worth and any fees earned into the hedge...
indeed it makes no sense. anyone can put 90% in EAFE tracker and put 10% in his fund. one advantage for Schindler though, if he blows up, he...
You do realize that Sharpe ratio is invalid for use with active strategies and certainly for systems that have been long and short positions?
long term government bonds
research shows that on average performance of smaller and newer funds beats the larger established fund, but with a wider spread in performance....
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