Jonathan Kinlay?

Discussion in 'Automated Trading' started by therehego, Sep 26, 2017.

  1. therehego

    therehego

    Have any of you guys heard of this guy? Was reading some blog posts on his website and then when I read up on him the phrase "too good to be true" kept popping in my head. Here is a presentation for his hedge fund Systematic Strategies

    http://jonathankinlay.com/wp-conten...latility-Strategy-Presentation-Jan-2017-1.pdf

    wikipedia, which it seems like he wrote himself https://en.wikipedia.org/wiki/Jonathan_Kinlay

    fund website
    http://systematic-strategies.com/#

    Obviously he seems super knowledgeable and his background makes sense. But if he is making these kinds of returns, I feel like he would be more well know. Or he is and I live under a rock. Only one search results on this website for "kinlay"

    I was reading his blog and its helpful which is useful in itself but just was curious about his reputation.
     
  2. Partner, Proteom Capital (2004-2007) Equity long/short strategy using machine learning algorithms ... LOL ... way ahead of the curve :)
     
  3. traider

    traider

    You need a longer track record esp for vol selling. A lot of people are making huge loads from selling vol these days.
     
    bklrnr likes this.
  4. jjapp

    jjapp

    Looks like he's shorting VXX?
     
  5. truetype

    truetype

    Met him ~10 years ago, when he styled himself 'Proteom Capital.' Struck me as sincere and legit. But no idea re the merits of his investment program.
     
  6. therehego

    therehego

    His knowledge seems legit. Just from reading his blog and seeing his credentials, also where he has lectured. But something strikes me as odd, the abnormally good returns and the amount of funds he has been connected to and then they just fall apart. And all the information out there regarding him reads like a sales pitch by himself.

    But an in person meeting is probably a good judge of character. Or he is just a really really good salesman, who can seem sincere.
     
  7. truetype

    truetype

    Again, I can't comment on the merits of his current or prior investment programs. But he wouldn't be the first to try a few different programs, hoping to connect with one that creates returns and raises assets. As to 'salesman,' everyone who manages client money is in sales, to some extent.
     
    JackRab likes this.
  8. shatteredx

    shatteredx

    One of this guy's C2 systems got banned recently for unrealistic fills.
     
  9. therehego

    therehego

    Thanks, I didn't see his systems there. Looks like he has two, one no longer going and one that just had a -30% month in august.

    https://collective2.com/details/97772087
    This one is no longer alive. But is pretty high frequency for what this site seems to be offering(sorry never heard of c2). Length of trade 8 mins, slippage will be a big deal in that time frame.

    At least these systems show a little insight on what he is trading.
     
  10. Craig66

    Craig66

    I've read that blog too, a couple of things struck to me...
    1) Some of his systems trade a lot for the resolution of his data, his fill assumptions can't be realistic.
    2) If you were killing it as much as his systems are supposed to be, why blog about it?
     
    #10     Oct 9, 2017