dest's vol-arb and modeling journal

Let’s go!

 

I hate to piss on you dest because I do like you, and I often think you picking fights on here is such a waste of your ability to contribute positively, but I do have to say that without giving an accurate account of PnL for every day, this means nothing.

I asked before and you did say that you only post positive days, which is fine, you're free to post what you want, but it doesn't paint an accurate picture. Its like setting up a tinder date with a chick who only shows her perfectly painted on face. In person, she is guaranteed to be 200lbs if she doesn't show body shots.

I'm off to work now so won't be able to reply right away to your expected savage rebuttal!

 

You’re wrong. I only post days in which I am -correlated or dramatically outperform. So I generally post PNL when I am 2x mkt on correlation or any significant figure when -correlated. Feel free to assume that I go debit every day that I don’t post PNL.

Every PNL figure that I post is one more than you have ever posted.

Am I trolling? Sure. Rubbing your noses in it as you fools post absurd MA-crosses and double top sht to the ES Journal.

 

FWIW, I was willing to post the output of my index vol-model in the former thread and this one as well, but it got trolled into deletion so that ship has sailed.

 

All I'm saying is that you only post a nice PnL about once a week. So then we are left to wonder what happens on the other days. The implication is that if the average week is +5-10% with no losing weeks, then your account doubles in about 3 months. Since I doubt you're doing 300% or more per year, it means the PnL you post is not representative of most days. So all I'm saying is that having up days and down days is what is more likely if we were able to get an accurate account of your performance.

 

For the homies. Trips!

 

When you come up with $500K or achieve AI-status you can receive my Privateer LP prospectus. In the meantime you can fuck off. Thanks for the support. Checking in from work? Dedication.

 

Omg... U finally said something nice! I knew you had it in you.

 

The point of the pic is that I was up when the mkt was up, and hit ATH on net liq when the mkt dropped.

 

lol