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I believe that fan27 is trying to sell or lease a trading platform that you can use to develop your own systems, such as Deltix, MultiCharts, Quantconnect etc. A lot of professional managers have an interest in using such platforms to develop tradable strategies and won't ask for any trading...

25£ for all vids

NAV is very good. Apex will cost you an arm if you have < 250m$.

I would highly advice you to use an external administrator, it won't cost you that much, they will take care of all NAV, subscriptions, redemptions etc... and people will trust you much more.

You need to figure out the quantity, as @Overnight stated, it makes no sense to hedge for less than 5000 bushels. Usually you will go short or long the future (or some kind of structured product offered by a bank or otc option provider) and get a credit line to cover the p&l before settlement.

Back in 2012, my gut said 5$. This is why I don't listen to guts anymore.

Clinton Group is doing statistical arbitrage, which has nothing to do with whether the market goes up or down. Trend followers have a small component that is "the S&P 500", but most of them trade between 100 and 300 markets. As you said it well, anyone can buy an ETF, that's why quant funds...

@globalarbtrader What has been your annualized sharpe ratio since the start of this thread ? Can you plot the backtest of your systems (gross of commissions & fees) VS. your actual trading ? It would be interesting to see the impact of manual operations such as roll-overs, missed trades, etc.

Life in Malta is pretty cheap, so you remit 50k€ per year and pay 20% of taxes on it (around 10k€), this way if any other country asks, you can show you've paid your taxes somewhere.

Even if spread betting is supposedly "tax free" the commission you pay is huge so it doesn't help you much out there (there's nothing on HMRC's website about this...) The only way you can avoid to pay taxes is to move to another country, such as Malta or Portugal. This means you can't be in the...

Many, trend following has worked for ever and will continue to work for ever. Read the paper "300 years of Trend Following" by CFM partners The definition of "it works" is always up for discussion though. Not sure what's the connection with boxing.

People who tell you to watch the market for 8 hours a day have no clue what they're talking about. I would encourage you to go with systematic trading as I don't know any successful discretionary trader but know many systematic - yet I work in a hedge fund and know a lot of traders. You will...

Systematic or Discretionary ?

Right, thanks for explaining me what limit orders are... A) when you're not filled, you will lose P&L and you will always not be filled in winning trades and be filled on losing trades (as losing trades go through your price). B) if you're in the market and your take profit or stop loss is not...

You made 245 ticks over 257 trades ? That means if you have 0.5 tick of slippage in and out, you're completely dead ?

Read a paper called 3 centuries of trend following by french hedge fund cfm partners

Sounds too low for your profit factor. Did you do this on daily return or on trades by trades ? Yes but 1:1 ratio means nothing you can lose 10 times in a row = large loss...

What do you do when you have a disease ? you do -100% I have a farm in west africa and we do 400% a year with potatoes, but when there's a mushroom it's often a -95%.

Well if 50k is 5 contracts you could start with 10k and 1 contract ;)

When you say forward tested, do you mean you actually traded it with real money for 6 months ? Otherwise your result are worthless, you don't know the market impact and total transaction cost (incl. slippage) that you would have had, especially with such frequency. In terms of P&L you need to...