There are lots of trading education vendors who do more than 100%. Just find the trading vendor with the highest return and send them a few thousand dollars. Job done!
In general, these sorts of things involve either very niche markets or serious infrastructure investments. I have a strategy that has been posting 75-80% ROC with good Sharpe. Very capacity constrained. So no, I would never share anything about it. PS. Last I checked, you can't eat %s, so total $ capacity is more important then ROC IMHO
@sle...this may be ignorant but, do you have any links to sources/methods of how to calculate Sharpe on a portfolio ? Thanks
Of course it is possible, but to what risk? I can do 100 pct annually, but the annualised risk will be 50% and that is unacceptable to most people, including me.
The title of the thread is saying consistently. That is the little "detail". Because these types of return are possible with quiet a lot of work, but then the issue is the consistency in such high effort.
@sle Out of curiosity, what kind of rough ballpark are you talking about in terms of capacity on that one?
The most consistent and large options profits likely come from those making markets in volatility. Shops like optiver probably have many deals with return profiles that are large and consistent both in time and sharpe.