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The wonderful documentation capability by JH and his associates has been always a surprise to me! :D How many of your spare systems you are still keeping in the drawer, without selling/sharing yet? Actually a good reason (you and) I should have evaluated/started the Prop path. Anyway...

Your main system gets 40% while your spare system targets only 20%. Combining alone would not be a good decision. However, using OPM to trade the spare system would be a true and better diversification, imo.

Thanks guys for the feedback. After a bit of research, finally I think ideally the best alternative should be Remote Prop Trading. Q Even when proprietary traders are allowed to trade with their own firm, they always trade with others as well, including competitors firms, and will...

" http://www.mercer.com/referencecontent.htm?idContent=1351365 Occasions of massive drawdowns are a reality, albeit less of a norm, given the right-skewed performance distribution profile of Managed Futures programs; "

Would you like to explore why/how CTAs in general can achieve lower downside volatility, considering the potential in the long run individual managed futures accounts could have unlimited risk/liability?

imo, I believe utlising options for trading (with hedged and leveraged postions in order to capture reasonable profits while limiting losses) by itself is an edge. "A smart strategy seeks to avoid catastrophic risk at all times, to profit by real or implied volatility explosions, and to...

Whether an options writer or buyer has better edge? Why? http://www.elitetrader.com/vb/showthread.php?s=&threadid=168821&highlight=edge Personally, I believe a pretty good answer about getting an effective edge has been mentioned by one poster in the above thread.

" https://www.theice.com/publicdocs/futures_us/exchange_notices/exnot062810CCKCcso.pdf Calendar Spread Options on Coffee “C”® and Cocoa Futures To Be Listed For Trading Effective with the start of trading on July 30, 2010, Calendar Spread Option (or “CSO”) contracts on Coffee...

Probably a practical idea: How about popularising of OFS (Options on Futures Spreads)? http://www.futuresindustry.org/fi-magazine-home.asp?iss=151&a=1019 " The New York Board of Trade has developed a new instrument to serve its traditional “soft” commodity markets—options on futures...

How do you know you have an edge trading options? Perhaps you have been trading options quite profitable every week for several months/years now. How do you know if you really have an edge trading options in the long run or just get lucky in the short run like some options gurus such as...

probably correct. it all depends on how an individual defines a new trade (in his mindset), considering the degree of desired changes to be made from an initial state of reward/risk, capital-employment, cost, legs-complexity, time-to-exp, volatility-expectation, etc to another state (according...

What was the ***last*** thing you had to master before becoming profitable? I had to master something quite different/new almost every ***Last*** time becoming profitable!

Looks like you're assuming. There are too many (complex or simple) ways of adjustments. Many would be very much strategy-specific ones. Anyway, feel free to explore this issue on this thread, if you wish to.

Personally I have a very clear operational definition of a new trade . Depending on the volatility being dveloped, basically I prepare to have one major adjustment on each trade (either profitable or losing).

http://www.elitetrader.com/vb/showthread.php?s=&threadid=163372&highlight=adjustment* " In my experience, adjustments rarely worked. If i simply exited the losing trade and admitted that my position was wrong, I would have saved a bundle. "

http://optionslearningacademy.com/option-trade-adjustments/ " But I still wonder. Why are there so many option traders out there that aren’t making money? The answer you’ll hear the most is that your typical option trader does not know how to properly adjust an option position. This...

The Option Trader Handbook (by Jabbour and Budwick): "As mechanical as option trading seems, to be truly successful you will need to apply your own artistic style with respect to the developing strategies and making trade adjutsmnets" How many (average and/or maximum) adjustments you...

the options of my main strategy basically last from one week (profitable) to few weeks (losing) each trade.

HedgeHogging (by Biggs): Peter nodded and looked at me. "Now, tell me, what do you do? What do you want?" I went into an abbreviated version of my usual Travis pitch, but abruptly he cut me off. "How many bets do you usually have in your portfolio?" "Somewhere between 20 and 25. We...

Outstanding comprehension, truly meaningful indeed!