I trade your strategy with the SPY as an offset.Judging by your portfolio,I would guess your beta is apx 1.2-1.4,but it will explode to 2 on the downside. If you can post 15%-20% and most important be in scalable names,you should b able to attract capital For trading currencies with small maxdd, 15% would be excellent, imo. Agree 100%. I traded at one of the most successful market neutral hedge funds,and 15% with a Sharpe over 2 would be considered highly successful
I am stopping this journal as well as my website. The longs can be fairly thin, and as I am about to increase my account size dramatically; I don't want to advertise what I am trading thereby creating extra competion.
Nice job..I appreciate you sharing with us.As i trade a very similar strategy to yours,I was very curious to see how others perform.I could never fathom how anyone could return 30-50% on a fully hedged long short portfolio.As you can see,your long short portfolio for 10/11 is up about 1.5 percent..That is consistent with the returns generated by long short portfolios at major hedge funds... I think there is alot of bullshit on the website,and its nice to have someone like you presenting your strategy and returns..Best of luck in your trading
I have followed your picks and they were excellent. Very sorry to see you go. Good luck in your future investments. Thanks for the money I made!