DOM scalping on commodity futures, Forward curve analysis, a bit of seasonality and fundamentals. Each strategy has a lower sharpe but in aggregate, it is much smoother.
I don't want to make this a pissing contest, but I make more than that. -- You can make way more by being an options buyer. Sure it's definitely more risky and harder, but still -- but I have a relatively small retail account, so it's kind of easier to generate far greater returns.
Sharpe 3.44, Beta -2.34, Alpha +25, the methodology being institutional the AUM is somewhere in the stratosphere. One of the funds using it only deals with UHNWIs.
mind sharing on your DOM scalping what kind of targets and losses you generally get? I do some DOM scalping and some longer term stuff and I'm always interested in what others consider scalping. On CL I'm usually in and out within a few mins and 5-10 ticks winner or loser unless I get lucky on a pop through a level. On ES 3-6 ish is fairly normal...maybe slightly less on some of the thicker instruments.
I mostly trade ags. I like 1/1 Risk/reward for something like 3-5 ticks. When I trade energy or metals it's more like 10-15 ticks.
cool...very similar except I can't seem to ever trade metals worth anything. Probably need to try again.
Learn it https://en.wikipedia.org/wiki/Sharpe_ratio Get in tune with risk if you desire to grow exponontially and resposibly.