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Thats a concern with IB.

Did you had a margin call, how was it handled?

Ok looking forward for your Q4 results. While the daily posts on the thread is very interesting, the fact that it’s in “dollar amount” rather then % makes it lose a lot of its value. Losing 10k in a 50k account means something bad, while losing 10k in a 2 Mil account (especially unrealized...

Hello Boston, how has the lat 3 weeks been in the branch??

Hope you recover soon. Not sure about your account size but if it’s less then 1 million that would be a 1 day DD of 6% or so. I know personally I wouldn’t feel comfortable with a DD like that (even if it’s only for a short time). I hope you don’t mind me asking, do you have a strategy...

Makes sense

Thats a pretty low stdv.. but its more then Monday Teusday, it has neen nothing the last 10 days.

Come on guys, this thread is sleeping. Where is boston prop office, sellingvol, nj, as well as the smaller guys?

I guess everyone went on vacation this week..

Anyone has somthing to report for the the last 2 day?

Sharpe is 4.20, will keep updating..

Sharpe YTD is 4.08, Max DD YTD is 7.33%

The kurtosis is not “net of 3”. You mention that a strategy can become horrible after a great year, I fully agree, and I have seen that in the past. The way I plan to handle it is rather simple, as I mentioned before. In any given month if my account hits a 10% loss I am closing all...

That’s right I am close to 90% now YTD. However my question was not re return, I know the returns are good, the question is re the risk based on those numbers.

Any comments here?

Obiviosly its not 140%.. Its 1.41%

I have finally made the time to study and analyze some statistics on my account YTD. All of this is based on daily MTM close. Daily skew is 0.585 Kurtosis is 2.388976 Stdv 1.4147 During the 13 day period that I had the DD of 7.33%, the STDV was 2.65. I would like to hear, if these are some...

Rallymode, since you are here would you mind sharing your performance for the 3d quarter?

Do you have a stop loss on your strategy?

IMHO any strategy that would return 54-100% a month, will ultimately have 1 month with a loss of 54-100%... When that happens, all the profits and the original principal is lost and you can start from scratch again.