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Magic eight ball says: try again later.

Thanks for clarifying.

Sometimes ET's like a sewing circle. Everyone's got an opinion. My level of leverage is not "high". The fund I'm planning to launch will have a M/E ratio of 20%, but I'd like to leverage up my own investment into the fund to an effective M/E of 50%.

That's an *exempt* commodity pool. According to that site, limited to 15 investors at $400k a piece... less than $6m total. "Hedge fund" is a generic term, and a CPO registered with the NFA can be called a hedge fund.

Hi there, I've asked a variant of this question before. The answers were helpful but I probably didn't ask the question I wanted to. I'm back to try again. Basically, I'm in the process of launching a hedge fund structured as a CPO. I'm pretty risk tolerant with my own risk capital...

I should also add I got a quote from a top tier law firm which specializes in hedge fund / alternative investments. I was quoted around $40-50k for fund creation.

I'm continually impressed by how patient people are with you. Options are counted in terms of number of contracts. Each equity option contract is equivalent 100 shares of the underlying stock.

I'm in the process now. I am paying ~$15-$20k to a one-man legal firm, who works exclusively with this process. I know others do it themselves regularly... but I see it as a worthwhile investment to get it right. Be sure to ask lots of questions. Each of your service providers should be...

Hmm... are there spread-traders and/or MM's that keep the serial months largely in line with the "established" months? Or is it like the energies, and fluctuating quickly? I'd like to trade the front month options and hedge with underlying future... but if the underlying future has no...

If the NSA has little more than 50 words (perhaps a few hundred bytes) of data, even if transmitted in the clear, there's absolutely no way they can take meaning from it... except for meta-data associated with the transmission (the fact a code has never been used before is meaningful...

In addition to a 15 year career in computer science, I studied quite a bit of pattern recognition and artificial intelligence while in my graduate program, at MIT. I also worked on an encryption-related project with Ron Rivest... you know, the 'R' behind RSA. So, when I said earlier the...

Uh, that problem is almost trivial compared to the one you're describing here. You know the input in that case consists of a few dozen alphanumeric characters, encoded in a known language. You know the "output" from the encryption engine, represents a one-to-one mapping from the input...

Hi, I asked a similar question about copper earlier... someone mentioned to me gold has the same behavior. "Why" is gold volume primarily in certain months, and not the front month? If you look at COMEX data, Feb-10 open interest is 100x that of Jan-10. What's behind this?

Unless you're using some kind of a toy system... like a TDA/E-Trade "strategy generator"... I find it incredibly difficult to imagine that you could reverse-engineer an algorithm. Even if you know what the raw inputs are, you have no clue what the "features" being used by the strategy are...

I guess it's pretty obvious not a lot of copper traders out there. But even so... can someone explain why the huge discrepancy in volume? F0/G0 have basically no future volume, while H0 is at ~15-20k contracts a day.

How in the world are fantasy prices useful for testing strategies? These are not just "offset". These are randomly generated.

I think others have probably already tried to point this out, but I'll repeat the effort one more time: the "demo" feed has no basis in reality, at all. It is completely fantasy, artificially generated numbers. Your returns from an IB "demo" are as interesting/relevant as high scores...

First half of the year was a bit of a downer, as my automated strategy (which backtested well) just kept refusing to be a consistent winner... instead repeatedly oscillating around $0. Second half of the year turned out very differently. I've been up every month since June, although I didn't...

Do you find it odd you show IBM at 125.31? While every other chart in the world show IBM hasn't been under 126 the entire month of December? Or LLY at 31.99, when it hasn't been that low since March?

Margin isn't really set by Mirus, at the end of the day. The bottom line is set by the FCM your account is with. I used to have Mirus w/ RCG, and have nothing but complete contempt for RCG's risk management department.