My account value reaches $600,000 for the first time; launching incubator hedge fund

Discussion in 'Professional Trading' started by lazar206, Jan 31, 2011.

  1. Congrats on a nice 1Q.

    Regarding the taxes, for someone earning at the 25% tax rate (not all of us are up to the 35% rate yet) I calculate that 13.3% higher earnings are required to keep as much as someone earning at 15%. For someone earning at the 35% rate, I calculate they have to earn 31% more to keep as much as someone earning at the 15% rate..

    I'm not sure how to earn outsized returns (50%+) with a one year holding period. I have tested some longer term strategies but the returns are lower and I still had few holdings longer than a year.
     
    #141     Apr 1, 2011
  2. lazar206

    lazar206


    Zouy200, and dwpeters, I can’t really speak for others; different people have different strategies that work perfectly for them. I can look on “my” situation and analyze how different strategies would have worked for me.
    In 2010 my gains where 169k. If All of that would have been realized short term gains I would have paid 35% for the IRS plus around another 5% for state and city taxes bringing the total tax owed to 67,600 (169 X .40), this tax payment would have slowed down dramatically the future growth of my portfolio. However since I am a long term investor, only $37,000 of my gains is realized, while the taxes on the rest (132k) are deferred, so my portfolio growth is not affected by taxes.
    Of the 37k taxable now, 20K is taxed at the 15% and 17k as ordinary income so my total tax bill is $10,800. (20k X .20 and 17k X .40)
     
    #142     Apr 1, 2011
  3. Hedge funds aren't long term investor pools. Plus you'll have redemption requests all the time for reasons ranging from "you suck" to "I need a new boat so give it to me" causing you to make transactions even not at the optimal times - tax related or otherwise. Again, your tax hypotheticals will differ greatly than reality. It doesn't matter to your thread.
     
    #143     Apr 1, 2011
  4. My friend let me ask you something:

    Do you believe is some on tells you the following?

    Bulls Eye Trades

    2011 Monthly Returns
    9:30AM-3:30PM EST 12:00-9:30AM EST
    Trading Months Day Trading % Overnight


    March
    +53%


    +108%


    This guy is BSing people for more than two years and no one asking him WTF you mean when you say you made %108 a month!
    So most of the times regulators are sleeping or Watching porns when they actually need to go and and ask questions from companies like I rub traders and bulls eyes traders and element trading and....
     
    #144     Apr 1, 2011
  5. zouy2000

    zouy2000

    lazar206,

    I agree with you said, that really depends on the stategies one use. As long as the goal is maximization of after-tax gains, both will work. Trading and investing have different tax stategies.

    I do have a question on your 1Q performance. For 1Q, S&P 500 returned about 5.6%, VXX returned -21.9% suppose you shorted VXX with 15% of your portfolio and other 85% in a diversified dividend-paying stocks returns x percent. 0.219*0.15 + x * 0.85= 0.135. Solving the equation, I got x = 12%. I think either you have outstanding skill of picking stocks or used some kind of leveraging. What do you think the outperformance over S&P 500 coming from while maintaining adequate diversification. I also keep a portfolio of dividend-paying stocks, so far, my performance is only about 4% so far this year.
     
    #145     Apr 1, 2011
  6. lazar206

    lazar206


    Zouy200, I want to compliment you on your comments, very thoughtful and constructive.

    Regarding your question on my Q1 performance, VXX is “less” then 15% of my account value, and is not the only aggressive strategy I am using. There is probably another 6 strategies that are being used mostly on the short side. These strategies while giving me excess cash (have a positive cash balance), do have a maintenance margin requirement. However one of the most important things is to manage (probably “the most important”) is to keep to margin cushion big enough to avoid coming anywhere near a margin call. Currently my margin cushion is around 326k.

    Regarding your 4% quarterly return, I think its pretty decent coming in top of a 300% gain over the last 2 years; the main focus has to be risk management not to loose your gains, compounding interest adds up very nicely over time. Keep us posted how things are going by you.

    Good luck
     
    #146     Apr 3, 2011
  7. Lazar,

    Are there any other set up costs for the incubator fund other than the 2k that you mentioned? How much do you think the annual or quarterly audit costs be? I am also considering starting an incubator fund maybe next year if my current performance holds up.
     
    #147     Apr 8, 2011
  8. lazar206

    lazar206

    As long it’s in the incubator stage you wouldn’t need any official audit. When you are converting to a full fledged hedge fund, it’s at that point that you will want to have all the past years audited.
     
    #148     Apr 8, 2011
  9. This is an interesting thread. I'll keep up with this one. Good luck to you!
     
    #149     Apr 8, 2011
  10. the1

    the1

    If you wish, you don't have to start an incubator. If your personal returns are good investors will probably accept them. When I started my HF I used my personal returns to demonstrate profitability. All you need is one investor to start the partnership. I started out with 13 investors and grew from there. You can go full-fledged from the get-go.

    A couple things you need to aware of. If you are an exempt small pool fund you are exempt from many of the NFA's regulations. Once you go over the 400k/15 people you are no longer exempt. When that happens you can't charge a non-qualified investor a performance fee. You can charge them the 2% management fee but not the 20% and you can only accept up to 35 of those type of investors. The NFA allows you to take on a handful of non-Q's but they make damn sure you won't want to. Then comes the challenge of finding Q investors. Your broker can help you with this....for a fee, and not a cheap one.
     
    #150     Apr 8, 2011