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Doesn't necessarily apply to OP, but if anyone is looking to do this with futures, becoming a CTA, which just involves passing Series 3 and creating disclosure docs, seems like the easiest way to go. And, you can hold yourself out there as an advisor and publish returns. The...

I think the misunderstanding about it being "too good to be true" is that, while they may not hold you liable for losses more than your $5,000 deposit, they will assuredly not let you lose more than that $5,000. Their risk mgmt software will cut you off before you hit $0. The way I read your...

Also keep in mind that red crocodiles are more rare than black ones.

I'll be in Chicago for a conference (www.rinfinance.com) and I have Thursday May 10th available for interviews or general networking. I'm a non-finance-programmer by day, trading-algo-developer by night with an MBA (Investment Strategy Track) from a good school. I am looking for a few rare...

Extension. Not sure what to do with 1099 from Interactive Brokers that is lacking a cost basis number somewhere and makes it look like I made a lot more money than I did. Anyone in the same boat? Disappointed. In previous years I could just print reports out and give them to tax person...

I think we saw this before. I think consensus was that common incentives are 20% of your performance fee (or was it all fees?) on money directly sourced from your guy. So, he brings in $1M and, assuming you charge "2 and 20", he/she gets "0.4% and 4%" of that while you get 1.6% and 16%.

Perhaps look to 'Tiger Cubs' and 'Tiger Seeds' resulting from Tiger Management (Julian Robertson) for advice on how to grow with other people: http://en.wikipedia.org/wiki/Tiger_Management#Aftermath_and_legacy

If you are doing C#, check out tradelink: http://code.google.com/p/tradelink/

Have you talked to incubators? It seems like they want an arm and a leg, and a potential windfall if you do well. However, they can allocate $$ to get you going. In general, I'd only give a % of company for something well-specified in return - like a certain AUM guarantee for a certain time...

IANAL - but you can report prior proprietary performance in your ddoc. Like Epic mentioned, there are restrictions on how you do this. You need to disclose everything for the past 5 years, from what I gather, so that you can't just cherrypick a good 6 month run and use that. Here is the guide...

Prompted by an earlier post I decided to look further into the quantstrat module. There isn't documentation with the module itself, but it looks like the place to start are the quantstrat papers from Guy Yollin: http://www.r-programming.org/papers These presentations have a lot of example...

For what it's worth, I'm interested as well. I saw a post by rosy2 awhile back demonstrating some python and it looked pretty slick. I'll try to find it. Edit - here it is, using python and pandas from: http://www.elitetrader.com/vb/showthread.php?s=&threadid=235027

Very insightful post. Appreciate it. I worry about model risk in moving from one framework to another - but I think your way might be most practical.

Yes - and I'm interested in your solutions which I expect you will share with us forthwith.

Thanks, I appreciate you pointing that out. I have looked at it. The challenge is building something that you don't have to rewrite in order to deploy in an event-driven fashion (responding to new bars or ticks as they arrive). But - I had a kind of "well, duh" idea. I suppose if a...

+1 for Steelcase Leap.

I haven't. Man, I thought I had searched everything out. I will check it out, looks interesting.

I sent you a PM about it. :D

correct: I like R for exploration, like how tradelink just posted. My point is that the trade logic and order matching are clunky and unnatural (that's where I'm iterating over bars, keeping orders in data frames, bleah). What I'm trying to find, or simply just lamenting about, is...

I've used a few platforms for strategy development. I always seem to come up against obstacles where I might as well write my own stuff rather than go through the gymnastics to get what I want out of the platform. For example, NinjaTrader felt weird to try to access more than 1-2 securities...