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I think this topic can be very complicate. If all accounts are fully funded, distribution of trades can be easily calculated/done, and re-investing profits can be easily implemented/done as well. When some accounts are partly funded with notional funds, I guess the act of re-investing...

A very interesting and important topic indeed. Any update? How about the notional % for different accounts with various clients would have different % for individual accounts: say some are 30% funded, some 40%, some 50% and some 60%, besides some are fully (100%) funded. Even worst, a...

http://www.elitetrader.com/vb/showthread.php?threadid=245724

Apparently you're a much better trader, with some advance knowledge that I don't really understand well. Good luck! http://www.elitetrader.com/vb/reply.php?s=&action=newreply&postid=3566978

Perhaps, if your current plan/strategy is a plan/strategy that you cannot execute/follow with a mechanical/easy way/manner, probably you don't really have a Final plan/strategy yet. Sometimes even a long way to go. Just a thought!

Do you also trade the ES with the same strategy?

Psychology??? http://www.forbes.com/pictures/mdg45ghlg/leda-braga-2/ Q Leda Braga Rank: 35 (tie) Firm: BlueCrest Capital Management Headquarters: Geneva Earnings: $50 million One of the few women in the higher echelons of hedge funds, Leda Braga, 45, is the President of...

I think, perhaps we could find below some details of so-called Edge. Q http://www.hedgefundsreview.com/hedge-funds-review/interview/1648880/bluetrend-bluecrest-capital-management Best Managed Futures Hedge Fund: shortlisted While other managed futures funds are highly scientific in...

http://www.efinancialnews.com/story/2010-01-29/bluecrest-nears-capacity-for-hedge-fund Q BlueCrest nears capacity for $9bn hedge fund Harriet Agnew 29 Jan 2010 BlueCrest is considering closing one of its best performing funds to new investors in a sign that the sector has...

Can Capacity Constraint Explain Introduction of New Hedge Funds? http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0152_update.pdf Q In this paper we test the idea that hedge funds‟ capacity constraints may play a significant role on the decision of...

Capacity Constraints and Hedge Fund Strategy Returns http://intranet.sbs.ox.ac.uk/tarun_ramadorai/TarunPapers/CapacityConstraints_October2006.pdf Q We attempt to uncover whether capacity constraints in the hedge fund industry are responsible for the recent decline in the alpha of hedge...

"Hedge-funds: How big is big?" http://www.math.nyu.edu/faculty/avellane/HFCapacity.pdf Q Capacity is the technical word for the total amount of money that can be put to work with a given manager or strategy without deteriorating the fund performance. For example, an expert in biotechnology...

Dear Moderators: Please delete this thread. Thanks!

http://www.elitetrader.com/vb/showthread.php?s=&postid=3564753#post3564753 In order to determine/ estimate the capacity of a CTA program that trades ES exclusively (say Swing EOD or else), how would you translate the liquidity data above into the program's capacity constraint? $1 billlion or...

In order to determine/ estimate the capacity of a CTA program that trades ES exclusively (say Swing EOD or else), how would you translate your liquidity date above into the program's capacity? $1 billlion or 2 billion or more? "CTA capacity constraints"...

According to www.cmegroup.com "Issues and Insights for Starting a CTA Business" Q Transparency Transparency is a delicate issue between a manager and investor. Some investors insist on separately managed accounts not only to achieve complete transparency, but also to have ultimate...

Agree and thanks!

Thanks mm19.

Hi mm19, Quite interesting indeed. Could you point us to the source/link? Thanks!

Here is an interesting comment from another thread: http://www.elitetrader.com/vb/showthread.php?s=&postid=3041893#post3041893