Favourite ET posters

Discussion in 'Trading' started by benwm, Dec 11, 2012.

  1. Dont blame you and thank you for your contributions.
     
    #131     Jan 26, 2013
  2. I'll state who always helped with the only thing that matters:

    ProfLogic

    Data and Analysis. Don't get that from anybody else.

    (And we're not just talking data, lots of data...and lots of analysis).

    Doesn't post.

    Gets the CTA of mine started a month before marital problems, 3 years later after many psychotic episodes, I have a 1 year track record averaging 10% per month.

    Now, who was solely responsible for that?

    Well, the pricephysics stuff aids pairs trading, so that's a combination. The stat arb and risk management stuff is a colloboration, but who owns it?

    I do.

    Atticus knowledge about options is seconded probably by the results he achieves, so he's one of my favourites.

    Jack Hershey could entertain me through my last year of marriage, then not trade for several months and only make 2% per month on average.

    NoDoji's nice, but I was not really into those ES threads as so many were several years ago.

    I've found until there was data, until there was analysis, the quantitative aspects I tried to debate could not have been anything but theory and show.

    This month's not been good, and there haven't been any 75 5's trades to take due to PFG. When I read this company's ledger it appears my futures trading would overwhelmingly be a big piece of cake for wasenduseldorf to just take $100,000 it took a month to earn, and a day to steal.

    My robots will defeat the less statistically savvy, but they're no bulldog.

    I did manage to find my IQ and Income paper that could be a real scream somewhere on here, so if I have to start with, where'd you go to school? How about I start with, what was your IQ score on the ASVAB?

    Next, I'll multiply $265 per percentile and figure at age 40 you'll live to life expectancy, and ignoring practically everything about an individual's background, you'll be able to explain half of the United States population according to their intelligence, degrees, and personal aspects about their lives like psychological problems or drug dependence. The values of both don't really impact smarter folks with better degrees, because the degrees have higher values, but those without degrees and slow on the uptick like some of my shorts in corn have been lately, those two issues have a major impact later in life if you're measuring income based on total compensation.

    ET Posters mostly entertain me, and only proflogic provided the tools necessary to succeed. Whether the codes are good or not is not the issue, the data worth thousands, I'd look at as priceless.

    Without specifying algorithms there is not much to do here but be entertained and try to network.

    Since it can only help years later, the best psychophant to follow Jack Hershey and actually be able to present code was Scottd, so he's one of my favourite posters but disappeared pretty soon as Jack Hershey lead him along for a solid 3 months at the beginning of 2009 when for several months at the end of 2008 he'd been forward testing the strategy I mentioned by Jack which hadn't traded since 2011, developed by this alias, and so I tracked that code and posted the results earlier last year.

    Love Cassie, and I'm still doing it with the hottest of the hottest models in the world! Good god, I'm such a tool.
     
    #132     Jan 27, 2013
  3. Hmm, I bet you'll say that when I hit a profit target and make 8% on 1, 2, or 5.

    I saw you guys joking about the trader that made $5,800 on index futures, and "will you join my fund?" kind of stuff.

    I guess as soon as the idea that "I need to reach $15 billion in 2 years", became, "but I could be all right with just my money hitting $50 million 30 months later", then I started to wonder why I'm even trying to be a representative at all?

    When the APR reads xx,xxx% and DD<50% and the net profit percentage in less than 3 years reads xxx,xxx,xxx%, who would do anything but trade that? Really?

    I remember a couple good NQ's this year, but when I wasn't undercapitalized, I'd look at 75 NQ and think 100, 150, 200? Ah, 250! No, I'd sell before then, wouldn't I?

    Maybe there was a couple index trades that could account for half, but then there's the other half of the pnl, and that could be attributed to a dual corn limit up futures trade for $4200, and a rockin RBOB trading day worth about $3500 on accounts worth $25k.

    Ignoring the index trade I recall going up to 5 NQ's in the base unit, the other trades have actually been more profitable percentage wise, but because that was a decent trade percentage since there wasn't as much risk it didn't have as much of an impact on the bottom line apparently as 5 that get a 1 year track record at 10% monthly average as risk adjusted isn't good when the sharpe exceeds 1.5.

    I guess I'm saying I don't see 1 index futures trade in the 900 or so round turns I've had, and, incidentally, that program is the entirety of my personal futures trading. Doing a little extra pairs trading with another account about half the size where I just trade my pairs system, which can make greater than 7.75% on the index in less than 20 trading days.

    Here's the issue. The Pairs Trading Strategies I have stand on their own, but after applying risk management and synching the trade size with Price Physics Trend Following, the effect is $5,800/$25,000 which makes the percentage seem large but there is another even crazier aspect to this. I have statistical arbitrage models and when you combine stat arb, price physics, and risk management without the pairs trading, your average monthly return per unit is around $6,500, or 26%. Again, that's just 3 of the models and when you add the pairs trading models, 40-80% months regularly appear to be possible.

    On the risk side, the warnings all say you can lose all your money, and even though I don't believe you will, there are other manipulations you can do with your wealth that can either make you millions or make you billions...

    Let's see, $5,800 on the base unit is 23.2%. Yes, 1 trade contributed to a fifth of the profit. Hmm, must feel good to be right for 2 consecutive months and make a payday on $25k.
     
    #133     Jan 27, 2013
  4. Frankly i'm surprised alot of you guys talk to me.. haha looking from the outside in.. i am perfect example of the new trader.. And i'm very lucky to have gotton as far as i have.. some of it just dumb persistence, and a risk adverse nature.

    i went through my PM back to the beginning.. of course i'm mostly in the options forum..

    SLE...
    newwurldmn
    justrading (overseas up when i am) haha
    contra
    oldtime
    Doobs
    jgills
    Emilio_lizardo
    Don Bright ( i used to email him alot.. he would always respond.. stop making it so complicated) haha


    sellindexvol (took me into the coop, even though i had nothing to offer)

    Deucy28 is a nice guy :)

    Atticus.. ( infinitely correcting me when i spout off at the mouth.. one day buddy i might make sense.. haha)

    Newest..
    The guys in the ES journal.. (Ammo, Handle123, Gmst)..... seem like good guys ...
     
    #134     Jan 27, 2013
  5. I'm sorry. I don't hang around here as frequently as I have had in the past.

    Just to clear up the issue. I was offered $500K to prove that I manage at least $100M (or I don't even know exactly how much) in my hedge fund. I asked the guy to put the money in an escrow.... (and also said that if I cannot prove that AUM, I'll give him back double the money for taking the initiative) but, there was no money to be put in an escrow.. there was a no show and it wasn't on my part.

    I even offered an office visit and a lunch with me etc etc. as a bonus. But, no takers.
     
    #135     Dec 4, 2013
  6. It would probably be simpler to give us the name of your fund and the country of domicile. Will your mommy be making us mac and cheese?
     
    #136     Dec 5, 2013
  7.  
    #137     Dec 5, 2013
  8. I lkie Handle123,Hershey,s0mmi
     
    #138     Dec 9, 2013
  9. I wonder what happened to Hershey.. is he still around?
     
    #139     Dec 9, 2013
  10. yes he is ..
     
    #140     Dec 9, 2013