Anyone else surprised at option-writing CTA success?

Discussion in 'Options' started by heech, Oct 31, 2009.

  1. If you´re in performance trouble with a CTA program, just close the old one, start a new one. Good, old practice that hedge fund managers apply, too.
     
    #11     Nov 1, 2009
  2. heech

    heech

    Mark,

    It's pretty obvious you didn't look at the link. The results I linked isn't for a single manager. It's Autumn Gold's "index" - weighted average of ALL option writing CTAs.

    Good input from the others. Had no idea of Autumn Gold's reputation/professionalism, but I guess this thread pretty much covers it.

    I also assumed Barclay Hedge, another CTA ranking database, was some how associated with Barclays PLC... and it's not, either.
     
    #12     Nov 1, 2009
  3. drcha

    drcha

    Risk and reward are two sides of the same coin, always. If you can make 200%, you can also blow up.
     
    #13     Nov 1, 2009
  4. piezoe

    piezoe

    This says all you need to know.
     
    #14     Nov 2, 2009
  5. wayneL

    wayneL

    Only if you're a pleb. The rules are different for GS et al :mad:
     
    #15     Nov 2, 2009
  6. #16     Nov 2, 2009