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Cocoa (ICE US) is down 6% today, so that's about $60mm lost in marked-market terms in one day. His net worth is around $40mm, so... Someone is definitely challenging his ability to hold through margin calls.

+22% q1, -6% q2. I hate being in any kind of drawdown, and hope the markets are done being crazy.

!?!?!? The numbers you've given, they are *cumulative* returns, not annualized?

As the person who proposed the strategy in this thread... let me make something really clear before someone heads to a casino with the wrong idea: there is *no* mathematical edge there (for the player). Period.

I'm entirely automated (with some discretion on if/when what strategies are enabled).

When investing, I'm paid for taking on risk. Expected returns over time is positive. If outcomes are highly volatile, I expect higher returns over time. With gambling, outcome expected value is negative. I know I'm paying out with every hand played. I'm just hoping for some positive...

Not that hard finding a high limit table. If you want to play that much, and assuming you can prove you are legit and aren't counting cards, casinos in Vegas absolutely will accommodate you. Someone else made the comment that a casino would eject you. No casino on this planet will eject...

You'd have equal success (and a lot more fun) doing the same thing at the blackjack table in Vegas. Play $1k hands. Every time you lose, double down. As soon as you win even once, you'll be up $1k (overall). You'll only be wiped out if you happen to lose 8-9 hands consecutively, which is...

I have to say, I think this is an interesting discussion. I'm also an "emerging" manager, with 10 months of track record and about $2.5mm AUM (all my own money). Last month, I nearly wet myself when I had a 3-sigma move go against me in one of my core holdings, and took me down 13% at the...

No, the fact that you've curve-fit them does *not* mean that the neural networks are "profitable on its own". Not at all. No, combining 50 of them doesn't improve the (expected) result. It only increases the number of expected trades, and decreases the variance.

Statistically, linearly combining independent random variables (which is what you're doing here) doesn't increase the expected value. (It *does* reduce the variance.) In other words, if your neural networks do not have positive expectancy, then combining a large number of them doesn't help.

PowerPoint can directly publish/export/save as pdf.

If you're talking about CKP, they are definitely not in the green YTD. http://www.autumngold.com/Advisor/Statistics/cta_profile.php?op=profile?&id=113229 They are -48.27% YTD for the "aggressive", and -46% for the conservative. If you look at the VAMI chart, I think everyone that...

You know what I think is really shameful and gives CTAs a bad reputation.... http://www.iasg.com/groups/group/the-house-cta-llc The "Amplified Option Selling Program" has been around for a while, but was pummeled with a -44.20% performance in May. Pretty bad, right? Magically, on the...

I don't have a lot of sympathy for the investors who lost money in the fund. The guy doesn't disclose past trading history in his disclosure document, but he doesn't need to... he's exempt from registration with the NFA/CFTC because the program is only available to qualified purchasers...

My Google Chrome browser didn't even let me goto their site. I should've mentioned that. I just found the .pdf link above (which I believe is virus free) by googling for related terms.

Anyone find these returns a little difficult to accept? The advisor has been "currently registering with the CFTC" for more than a year, according to their disclosure. Does the UK even have any regulators? IASG profile here...

I can't believe investors didn't catch on the fact the CTA had been registered since 2001, but his published track record only went back to early 2009... doesn't that raise a few red flags?

I think this is the definition of ouch: http://www.iasg.com/groups/group/ckp-finance-associates-ag/program/ckp-masters-program

Mirus also already offers R|Trader (from Rithmic), as a front-end alternative for ZenFire to NinjaTrader.