Recent content by AlphaMale

It seems like the Yahoo! Finance data feed in general is quite up-to-date, however, some symbols belonging to the Russell 2000 index, e.g. INSW etc., only show the first data point about 15-20 min into the daily trading session, any idea why this is the case, and if yes, is there any insight...

Would be my 2nd most preferred option, better than a fixed fee though.

Well, actually at "steady state" it's no more than half an hour per day, later, with bigger AUM it will take some more coordination but not vastly more.

IP is no issue, software is running on our server which we just connect to their trading account - plug n' play. Running the strategy requires about 5 min of work per day.

Would a similar strategy but with ETFs for US market be of interest?

Hi Bob, thanks for the note, in this case it's actually for the Chinese market. We're running tests for similar strategy for US equities that looks equally promising.

The system rebalances the portfolio once per day so not really HFT, therefore capacity is deemed very large (100M+), Sharpe ratio is currently at 2.5, virtually no DD at all, only traded it for 3 months though but backtesting since 2006 have indicated similar return.

Long/Short CTA, not HFT, Sharpe ratio about 2.5, very high capacity (100M+).

Yes, 50/50 split of fees in other words...

I double checked, it's 10% of fund-level returns, so with 20% carry this means half of the carry. The fund has about 50M USD AUM spread across 10-15 strategies. This sounds pretty ok to me, or?

Ok, what's your reply to my question with this in mind?

It's a CTA strategy which is expected to return 40% annualized gross, I've been running quant strategies since 2012 with my own RIA firm, PhD but no finance professional qualifications or Wall St experience...

Hi all, I have just agreed with a local asset manager to run a CTA strategy for them. I have developed the trading system and responsible for order execution, but all the rest (risk managment, compliance, legal, backoffice) etc. are on their side. I don't take any financial risk. They have...