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Hello, Any ideas on how EURO deposits in a futures acoount with a US broker can earn interest. I can buy T-bills, but this will create a US$ debit in the account for which the broker will charge me debit interest, thus negating any interest earned in resulting in an ultimate loss due to the...

You are right, they do not monitor style drift, risk exposure - they want the info but rarely use it - until it's too late, if at all. There are ASPs and Administrators that can provide risk exposure, and other transparency detail at various granularity levels that should satisfy virtually all...

heech, I fully agree with you. However, a lot of consultants, 3PMs, service providers continue to argue the contrary positon; i.e. investmet terms DO MATTER. I do not agree with that position, but raise it here as a way of seeking other 's opinions. Yes, Managed Accounts is another issue I...

Happy New Year, ALL! Contiuing this dialogue/debate from last year. What are people's thoughts on eliminating the fixed management fee in exchange for a higher performance fee e.g. 0 & 30 or 0 & 40 instead of 2 & 20?? What are people's thoughts on hurdle rates, e.g. a fixed hurdle...

Any ideas on this - how to gain income on futures trading accounts or general cash management strategies to gain some "yield" on futures trading accounts? Thanks.

Any info on Quad Capital? I'm also curious. Thanks.

I fully agree. The ability to convert trading platform language (Amibroker's AFL, EasyLanguage, etc) to universal languages like C#, C++, Jave, etc would be wonderful! If this worked, I would buy it almost immediately.

ids, Please point us to an official IB document that clearly and precisely describes the liquidation policy AND the liquidation algorithm/methodology. Thank you.

Precisely!

Please describe this "MUCH more sophisticated manner". Thank you.

I am looking for a programmer/developer/consultant who can build for me an automated trading system to trade via a broker's API. If you are experienced in the area and are interested please send me a PM. Thanks.

I am STILL looking for a programmer/developer/consultant who can build for me an automated trading system to trade via a broker's API. If you are experienced in the area and are interested please send me a PM. Thanks.

T4 does not charge data fees. They charge 0.50 per contract, capped at $200 for data only or capped at $500 if you want charts or API access. I do not think you can compare T4's reliability or API to OEC's.

For those who have cited percentages above, are you referring to percentages of gross P&L or P&L net of expenses (technology expenses, research expenses, etc) or percentage of the incentive fee the hedge fund manager receives. So very simply is this X% OF P&L or X% of the typical 20% of...

Wonderful advice, GoC! Thanks for sharing. GoC, what do you think about pre-nups??

One of my favorite metrics for a strategy's viability is Annualized ROR/Max DD. You will find that very very few funds have AROR/MDD > 1.5, AROR/MDD greater than 2.0 are extremely rare. This is a tough business!

I recently came acorss this job listing http://www.quantfinancejobs.com/jobdetails.asp?JobID=9361 Look at the required qualifications: Profitable 2 yr track record with: Maximum drawdown of 4% or below Sharpe Ratio of at least 5 ===== I find it very hard to believe that such...

Thank you.

As a practical matter, how does one ensure their edge is not revealed???

What do you think of software developers who USED TO BE traders and are now full time developers?? Thanks.