Search results

Great success story Heech. That's the exact path I'm heading down. Niche quant w/ finite capacity, using OPM and personal capital in roughly equal parts, each supplementing the other. One question: do you take assets from investors that aren't accredited/qualified (depending on your...

I was referring to the math above. 2/10 @ 100M 12% = 2+ 1.2 = 3.2 - 1.5 = 1.7. 2/20 @ 100M 12% = 2 + 2.4 = 4.4 - 1.5 = 2.9 (not 3.9) Not making a statement about what fee structure you should expect. Though now that you asked... I would rather take 1/20 than 2/10, unless of course I...

think you mean 2/20 and 2.9M?

Wow comintel. Fantastic find

Has anyone successfully added RSS feeds for per-symbol news within Trader Workstation? I'm primarily interested in getting Yahoo finance (not yahoo news...) flowing in, but also Seeking Alpha or any other content / content aggregation sites that allow for this. If anyone has examples of...

I don't think he's saying 2-3 months to blowing up the account. Just that when you're relatively new and unproven you're on a shorter leash than if you're Paulsen who can apparently lose money for multiple years without consequence. Investors may not stick thru past a 20% DD or whatever...

Great comments Heech. Should we infer that the turning point for you (with the small FoF and family office folks) was in ratcheting down your returns and volatility/drawdowns? If so, did you just do that with your leverage ratio? One dilemma that I've considered is that, while it may be...

From what I've learned from asking similar questions to lots of different sources of fact/opinion: * Any account performance track record can be disclosed as relevant (as long as it belongs to you and you're not prohibited from sharing it by employer etc...), but it's a question of how much...

Braindead trade. Not only is it hugely tedious to keep the sides balanced with one another, but you're really just collecting a small premium to provide someone else insurance against a tail event, which I think is what NJRookie means by convexity. Put another way, as long as the movements...

Thanks rallymode. Short answer for anyone not going thru to the link is only on the amount above the AGI threshold (or the amount of net investment income, whichever is less) So, less onerous if you're just over the line into "rich"

Can someone confirm that the 3.8% is only on the amount above 200K (or 250K) rather than on the whole amount for anyone who crosses 200K? Assuming so, hoping so. It isn't a huge consolation for someone making 860K, but matters much for those a bit closer to earth in the 200-500 range.

For a tax pro, talk to Robert Green (greencompany). Don't think there are as many options going forward (avoiding medicare tax for example) but he knows his stuff. Also, what is the SS "1.4%"? Is that the average tax rate for your 860K assuming you pay 10.4% on the first 100K? If you're...

Interesting presentation, and lots to consider if data volumes grow to a certain size beyond memory constraints.

Before I started thinking about using R for a backtesting platform (daily signals, and I agree with Mr You on that point) I initially got interested in it for performance attribution analysis. My execution platform generates lots of logs about NBBO at the point of order decision (when the...

Good point, I am looking at that as well, missed adding it to the list. Quantmod is a must-use, and I think a requirement for QuantStrat and several others

Thanks SeattleAlgo. TOFTT is appreciated

Perhaps you could start with the 100+ review on the software section of ET http://www.elitetrader.com/so/?action=view&SR_ProductID=92 Mine is in there somewhere. Used it, didn't love it, but then my trading style doesn't fit with the majority for whom NT was designed

I'm just getting up to speed on R and thus far have just waded around, but here's my current list of interesting packages for financial applications. I'd be very interested in other suggestions. It seems that some packages are not in CRAN but on R-Forge and therefore require a few extra...

6 months later, but I'm just re-reading this thread and realizing that I'm considering a very similar approach as I've started to get increasingly excited about using R for pattern exploration. The approach I'm currently pursuing (it's a work in process) is to develop an order execution...

I am building out an ATS stack to connect with IB (using the TradeLink framework to connect) and wanted to see if anyone has advice regarding how to best simulate order execution. I rely heavily on limit orders at or slightly inside the NBBO (so a buy limit equal to best bid or best bid +...