Search results

What if cash spikes tomorrow?

Sharpe is 5.68 YTD, Max DD is 2.12%. Seems pretty stable

Short/long was only an example how you can have a strategy that's market neutral. My strategy is very different then long/short.

Your advice is good. I have stop loss to exit all positions if strategy drops 10%.

Look on my last post from yesterday afternoon (seems like you have a lot extra time, this is probably your sixth post here like “close 100% of your positions” etc.). In any case I cut 2% of my position today, will probably cut a little more tomorrow.

Seems like my feeling about a market bounce was correct.

You are raising a legitimate point, will answer. Haven’t traded in 08. Found a specific edge last year; start using it consistently this year. So far this year Sharpe is over 6 (with 35%+ return), can I keep Sharpe 4 over for rest of yr? Definitely seems like a real possibility.

Ok, not a lot of substance advice. But some here gave some decent advice. Will see how the day will look tomorrow. It seems to me that tomorrow we might get a bounce, & maybe even a strong bounce.

I understand that the volatility is nothing crazy as of yet, but market is on the brink now. Should S&P fall below 200 day MA of1280, I fuuly expact we start seeing 2-3% moves, and a VIX of 30-40. That's nothing comapred to 08, but is alot more volatile then the first 4 months, and more similar...

Wouldn't be able to follow your advice, my most aggresive option is to cut 25%. But thnaks for your advice anyway.

No, positions are smaller then capital.

So your advice is to go out 100%? The dow has fallen 12 of the last 13 trading days, the worst in 40 years. Nothing like August last yr etc, but it could get there quickly.

Makes sense, that's the way I'm leaning now. Still I would proably make a small cut in position size (around 5%) on Monday to take profits and move risk of the table.

Any smart people here, ready to give advice....

The point of the thread is not about how to make money with or with out market exposure, I was looking for advice on how to handle position size. But to answer your question, there is a lot of long/short strategies that can make money without market exposure. (another option is, to keep it in a...

Should I cut position size on Monday? My main strategy has some market exposure, so I have some hedges to keep it market neutral. So far this month it worked well and reuurn has been aver 6% without much volatility. However since it seems market is very volatile, it makes it harder to perdict...

What a week. Reminds from Aug-Nov last year. I have started to cut position size today. My Sharpe is over 6 YTD. Max DD peak to valley is 2.12%.

For the month up around 4-5%, peak to valey for the month is around 0.5% for the month

I guess everyone is on vacation..

Anyone besides sellindexvol66 making/losing money these days??