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sharpe of 2.7 spells: good one here.

it is called kriya yoga and i strongly believe my guru is qualified. i completely agree with you in terms of the danger. people who are misguided or run for too "short term profit" are as much in danger as the one with a real guru is on safest ground there could be. i am again and again amazed...

IMHO the concept of chakras is very powerful. the meditation technique i learned first of all balances the breath you take between the two nostrils. this balances the left and right hemisphere of the brain. secondly energy is gathered all over the body and brought to the spine. third is...

and i was afraid you would write something arrogant or plane. peace

second time i run into this topic within a few days. what do you mean by that? not to many big winners? meaning not too fat tails in the profit distribution? peace

regarding meditation my guru says: "an ounce of practise is worth a ton of theory". it is really amazing how effectively meditation can change ones perception. again and again amazing, amazing, amazing ... peace

equalisation shares.

grob, are you jack? if so, i feel that your communication skills improved significantly - if i may say that. peace

one thing in defense of Q: they are constantly publishing their performance in print media. i do not think they hide anything in that respect. second thing in defense: calling yourself a hedge fund was a marketing issue IMHO. private clients do not detect the difference, but they realise that...

thanx. you improved my day significantly. do you know the feeling of "excuse me, anybody hear me?" i know the skim-through-ten-pages-threads-that-start-meanreverting-at-post four ...

grob, i love you.

right on the head .

i have a bad day, that is why i am writing this: why do people ignore my posts? (uhh, the answers won't make this day any better)

now that is not too new news. the real thing is can you predict range or not. can you? do you?

good thought.

language problem. people talking about different things here. for a swingetrader, everything happening below five minute date level is noise. for a minute data trader everything below five seconds is noise and so forth. everything that is below our level of analysis is defined as noise. is it...

current thing is pretty normal. look at twenty years of history of cta business. this is the game. Q is w e l l above 100m.

a sharpe ratio of 1 that shall produce 25%+ pa will have draw downs like the current. this is not the concern about the fund, but there are others IMHO. actually i think every reasonable trading operation of these days will know about this board. why should Q be the exception? peace

since i started this thread i would like to give an update. we finished backtesting a portfolio of three different trend following strategies. they form a modified sharpe of 1.8 over twenty years of backtesting. one of them is very turtle-like. we had the portfolio on paper trading for two...

funny you say that. we had a working hypothesis that no matter how good your strategy might be, as soon as it is not riskfree it will soner or later face this most unlikely streak of events that make it go bankrupt. having said that i must state that this could be in five billion years for one...