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Violating the risk-reward relationship is not the same of sustainable high leverage and outsized returns. The former is attainable, the latter clearly not.

Quite so. Even then, although the methods seem to be easy to replicate, it's not quite so easy in practice. But that's another discussion.

Sure, explain this to the owners of Google.

Why not share his Jan performance and what happened? Or is this all a big secret...

Man AHL, Transtrend ?

Oh dear. This looks like a bad move.

Hm, what's the trade balance of Europe? Effect of interest rates on real economy is highly overrated. Look at Japan for example.

lesson learned? or maybe not reading your post.

http://www.econ.yale.edu/~shiller/data.htm http://www.econ.yale.edu/~shiller/online.htm

Fair point Mark.

Unfortunately, future human behavior (that is what economy is and what drives markets) can *NEVER* be proven. Unlike in physics where the laws are fixed and sometimes partially known, in social sciences nothing is fixed and even less is known. You can only shows that some past performance...

Wish you a very profitable 2008 Neke.

that depends on the margin ofcourse, and whether you can stand a 50% drawdown psychologically...

So you can buy about 40 loafs of bread per day. That's more than 90% of the world population can afford. I feel so sorry for you. Oh, and you should probably fuck a little bit less if you can't feed the outcome. Oh, fyi where I live I pay about $10 per gallon for gasoline...

Yeah, or could be that the Goldman roll refers to all those passive investors that are linked to the *Goldman Sachs* Commodity Index (now owned by S&P)?

You actually think these companies need the stock market? Why?

Well, we've had stock and futures market for some 400 years now. I guess a return to the Dark Ages is possible, but doubt it'll be in my lifetime. And that's about as far in the future as I care about for my own professional life ;)

Why would a person who earns 100%+ comfortably on his own 8 digit account want to attract outside money, especially if performance would halve?

Oh, that changes the whole risk/return picture...:confused:

Not sure if this is the most efficient way to profit from stable/lower VIX, but in general nothing wrong with this kind of strategy, if they are a small part of a larger portfolio and you can sustain a sudden shock upto 100. Forget all those comments on how risky naked shorts are, insurance...