Recent content by xxvolny

39) >>Was up nearly 10% in q1 with a sharpe of 2. How is your l/s equity ptf doing given recent market gyrations? Would you share a screenshot with us for 2022? 40) >>I generate absolute unlevered returns averaging high single digits targeting a market beta of 0 and a 2.5+ Sharpe ratio. In your...

26) You claim to achieve ~60% win/loss ratio. What long-term win/loss ratio is considered excellent within equity HF industry? 27) Where do you see room for further improvements of your strategy and skills (stock selection, ptf/risk management, trade execution, etc.)? 28) You seem to hold your...

What time period are you referring to, Q4 2018?

12) How many individual positions (long+short) do you have on average in your ptf? 13) What is your long-term win/loss rate of your pair trades? 14) What do you do if you've found a good candidate stock for long leg but cannot find a suitable peer stock for short leg? Would you consider using...

What is your reasoning behind crypto being sensitive to interest rates? Is it the fact of zero coupon and infinit maturity?

Hi @longandshort I enjoyed reading your posts, and I read all of them! I have couple of questions. If they go too much into your secrete sauce it's fine if you skip them or you can PM me ;). 1) As you run beta neutral ptf I'm wondering how your ptf fared in Q4 2018 and Q1 2020? A picture may...

Can you please elaborate what you mean by "flaws in behavior"?

... and screenshot.

I'm just wondering if there is any chance for a trader with retail IB account to put up this trade? If not, can this be somehow synthetically replicated? ... I don't think so.