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Bumpoing this old thread as I am still in search of a good risk reporting product.

Not surprised to hear this. Not surprised, at all!

I would restructure it this way: 1. Maximum 5x leverage 2. Losses AND PROFITS are BOTH shared 50:50 3. The Fund Manager's investment and the "Investor's" investment are both locked up for at least two years. 4. A maximum drawdown trigder can be set to void the two year lock...

Thanks I would think such an accrual futures contract would have great interest. Surprised it does not exist

EURIBOR & EONIA are both currently at roughly 1%. Is there a way to effectively earn this yield in a brokerage account via trading the EURIBOR or EONIA futures contract on the LIFFE? Thanks.

Is there a way to earn the 3M EURIBOR rate using the EURIBOR contract on LIFFE?

Looking at www.euribor.org I see that EURIBOR and EONIA are currently around 1%. This is much higher than 0.35% in German T-Bills? How can one safely earn the EURIBOR or EONIA interest rate? Thanks.

Thanks to all for all the good info. It seems if I have understood the material correctly: That if a hedge fund purchases an IMM seat or leases two IMM seast they can become a 106.H Trading Member. A trading memebr will then pay clearing fees of 0.39 for E-mini equities plus exchnage...

Can your fund be a corporate member? I'm trying to understand how a fund can be a corporate member as it seems except for the "Clearing Member" category, both corporate member categories explicitly prohibit membership by hedge funds.

Looking at the CME website, there does not seem to be a way for a corporat entity e.g. a hedge fund to obtain CME membership as they are specifically excluded. Only proprietary tradng firms are allowed. Now there is the individual Membership...so my qeustion is even more pertinent. Can a fund...

If you executed as an individual and then gave up trades to the fund, would that be considered a confict of interest?

Thanks sjfan, I did consider the keep in cash and sweep in/out option. However, most banks are paying ZERO interest on EUR cash deposits, hence the need to buy EUR T-bills to at least get some yield.

Yes yields are low, but 0.35% is better than zero. I want to keep the cash in EUR, otherwise I would have converted to USD and bought US T-bills and I wouldn'thave even started this thread. If I can get a broker that can allow me to buy German T-bills and use this for margining in the same...

Yes, I'm looking for the German equivalent of T-Bills. I've been asking my broker as to options and they are still investigating. Hence, my posting here to see what others do or have done? Apart form German T-bills, do I have any other options? Thanks.

I need guidance as to how and where to buy European discount bills - i.e. Euro equivalent of T-bills.

Anybody with ideas??? Thanks!

On further review, it seems the original poster, lost money trading strategies he had low confidence in. I think that is different from "experimental strategies". This may seem to be semantics..but there is a key disitnction. Whether HFStartup is a discretionary or systematic trader, as...

I do not see how losing 6% in a year when the S&P was up 13% is criminal. Even if the strategy is positioned as a long/short equity strategy tradig S&P 500 sticks and using the S&P 500 as the benchmark. Even if ths is the case, a 6% loss is disappointing , but is not crimianl and should NOT in...

Agreed. The question is how do you define "experimental discretionary strategies". I would argue that every discretionary global macro strategy is "experimental". Indeed, as I wrote this, I recall George Soros mentioning in one of his books - I believe the Alchemy of Finance - that he...

Any ideas?!