Recent content by mgdpublic

Thanks for your answer. Would you mind walking me through this part?

Hi all, Hoping someone can help me out with something that’s been vexing me for some time. Basically, I’m wondering how to figure out how much portfolio exposure one would generally need to generate a certain yearly return. I know there are tons of caveats here, but it’s pretty obvious...

Thanks, I think I'd do LIFO. Do you know any software that does that sort of thing? I think that would be kind of hard for me to do in excel.

I was wondering what the best way would be to record trades in a trading log if I want to do statistical performance analysis and often trade multiple units. I may initiate with 2 units, remove one, add it back, etc.. I'm not sure how to match them for p&L and performance metric purposes...

Does anyone have any recommendations for a query tool that is better than XMIM by LIM? thanks

I was wondering if there was a forum or message board where CTAs and CPOs talk about issues related to their business specifically. Or at least one where a lot of talk is related to those businesses. Thanks.

We are free to raise outside money and the expected amount of money under management is definitely unknown. His goal is $25mm under management within a year but he is probably very conservative. I just spoke to a lawyer familiar with this space and he said that CTA's hired by CPOs typically...

A guy came to me and plans on starting a CPO pool with me as the single manager. He incurs the costs of setting up the fund, raising money, and admin. All I do is trade and research, but I have a 17 year track record of live profitable trading. What percent would you think is fair or at least...

Thank you sir! That's exactly what I needed. Don't know why those Phd's have to speak in Math Cant--your excel equation is just a tad more efficient.

That has been my thinking Murray. You definitely want to look at correlation of returns rather than the markets, but one should only real care if they're correlated and moving against you. I could see markets being correlated with a trend but less correlated against it. I could also imagine...