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    How do I calculate sharpe ratio?

    90 so far. Not enough?
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    How do I calculate sharpe ratio?

    I have a spreadsheet of all my trades (about 6 months worth) in Excel. Any suggestions?
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    Lime Brokerage

    Lime. Was attracted to them coz a friend told me their commissions are half of IBs. Never heard of Genesis. Perhaps you can enlighten me.
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    Lime Brokerage

    I enquired about opening up an account with these guys last year. They told me (I think his name was George) that the minimum account balance is $100k AND that the min volume requirement was 100k shares a day on a monthly average. I didn't proceed with it coz I don't do that sort of volume...
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    Hedge Fund Dighton Shifts $230 million to Cash, Sees Rates Rising

    How much yield do cash or cash-equivalents yield in the UK? Here (In Australia) they're not too bad at around 5-6% a year.
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    How much money have you lost before figuring it out???

    +1 well said
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    You are more likely to become a top Hollywood actor or popstar than profitable trader

    I don't disagree
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    You are more likely to become a top Hollywood actor or popstar than profitable trader

    +1. Though newbies hardly start out with "automated trading" - it usually takes years to get to this level.
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    WSJ article on Steve Cohen and SAC Capital Mgmt

    From the article in the opening post of this thread: Surely this can't be true, even back in 2006? A cent a share. With his volume, he must pay around 10-20% of that at most. Don't you reckon?
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    You are more likely to become a top Hollywood actor or popstar than profitable trader

    Define "consistently". Trading, on any time-frame, isn't a "consistent" way to make money full stop. The top traders make way way way more money than the top Hollywood actors or popstars. How much did Steve Cohen make last year versus Lady Gaga ($62mil)? Lol Cohen probably made like...
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    ET Hall of Fame Threads

    Not sure what's so special about these above two threads but the one below is very special and should be included. http://www.elitetrader.com/vb/showthread.php?threadid=33654&perpage=6&pagenumber=1
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    You are more likely to become a top Hollywood actor or popstar than profitable trader

    Any updates on Ghost of Cullen versus asiaprop from earlier in the thread?
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    My experiences as a Hedge Fund Startup

    How is 37% max dd "very good" ??? There's a reason why Toby Crabel manages $3billion and William Eckhardt $700million even though the latter makes much more return. I'll give you a clue, its something to do with consistency of returns and a very low, single digit maximum drawdown...
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    $100 million account profits monthly

    You didn't quote answer the question. To trade $100m in forex all you need is $1-2million or less.
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    Best Trader of All-Time

    I think there are only 3-4 genuine candidates for this. A. Paul Rotter B. Paul Tudor Jones C. Steve Cohen (And maybe that indian dude mentioned earlier). Jim Simons was good in his day but I'm not sure if he even trades anymore. In fact, he doesn't even run Renaissance anymore. Do...
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    Pennies into billions, another HFT article.

    Hard to disagree
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    Programmer monthly rate (Java multithreading IB Platform)

    There are HEAPS of programmers out there that went on to become traders, thus putting their skills to good use either for themselves or for a firm. These are the guys that would most understand what we are trying to pay them to do, as they have likely done something similar before. If you...
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    Programmer monthly rate (Java multithreading IB Platform)

    Hi, Can I ask how much you pay for these Uni kids? I need a programmer and thinking of going down this route. You can PM me if you like. Cheers.
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    Probability of success due to chance alone?

    Well it depends on what and how you trade. I trade a short term (intraday) mean reversion system on only the most liquid securities on the nasdaq and the NYSE. 2007 and 2008 were bumper years for me. 2005-2006 and 2009-2010 were more "normal". But that's the way the system was designed. A...
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    Probability of success due to chance alone?

    How does "risking" 38% of capital mean he will lose the whole 38% if the trade is a loss? I may be mistaken but doesn't Kelly look at how much you should "bet" and not how much you should risk? As in he could allocate 38000 to a trade but then as part of his set up he could have a 10-20%...
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