Recent content by vkrouglov

Hi All, I am looking for the tools that give me insight into my trading performance, meaningful factors that affect my trading, analysis of my risk etc. What are the tools you are using? I am quite good in maths but a complete layman in programming. Thanks for advice. Regards, Vladimir

:) Please, make it public. We would be happy to provide you some points.

This seems counterintuitive on one hand but on the other big profits may tend big losses. The smallest risk of loss has a strategy that does not trade at all which also seems counterintuitive, i.e. having zero profit is "better" than to have positive.

Yes, this is correct. The score has dropped by approximately one point since your last upload of the report. The component of the RAPA Score that is related to the Sharpe ratio has stayed almost the same (even has increased). However, another component that contributes to the total score has...

We are doing it differently: we do not have a sqrt(number of observation) multiplier but given different trading histories the distribution of Sharpe ratios is different. The typical situation is that A and B can have the same Sharpe ratio but since A has longer history it is being ranked based...

On the RAPA Cap Intro website we are using the Sharpe ratio as a proxy for our performance measure. This is a 'gold standard' in the industry and we feel that our rating has to be intuitive in a sense that performances that are considered good according to the Sharpe ratio will get decent RAPA...

It is not latent - if one knows what the option seller is doing it is possible to understand exactly what may happen under what circumstances. It is also possible to avoid undesireable effects by hedging the wings I see no problem investing in the option seller - as long as the cards are open.

...and one can easily work with a 3G internet. As long as no heavy-duty programming is involved for me laptop is prefferable.

I am not sure where one can get such profit shares. An industry standard is 2%/20% so it is a good deal for a trader to give away 80% of the profit.