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  1. B

    Reasonable yearly profit threshold and expectations

    Of cause you grow your equity up from a smaller size. My point was that you should keep your regular job and trade part time until you have enough to safely make the switch. If you make the switch to early things will go bad and you will be back on the street at square one, less the experience...
  2. B

    Reasonable yearly profit threshold and expectations

    Well, then one is able to sustainable generate $200k annually from the trading. That is what is needed for me to give up my current job to pursue full time trading. There is a lot of factors to consider. You need to have enough capital buffer to survive serval years of zero trading income...
  3. B

    Can OTO orders be used to earn the bid-ask spread?

    With a FOK GTC order? If you put out a limit buy Fill Or Kill with GTC and a larger size than the market maker can offer, it will be published at the market at the limit price until someone else will fill you the full size at the limit price. http://www.investopedia.com/terms/f/fok.asp
  4. B

    What is the worst one day loss you ever had?

    Lost $62,000 in the two weeks then Lehman went bankrupt. I was short naked index puts selling Theta, say no more lol. That is my single largest trading loss. I also lost a boatload on long term investments. $70,000 I have lost on a single investment over period of 3 years.
  5. B

    How much risk capital should one use in a single trade?

    Impossible to say a generic rule as it is a factor of many different metrics together. - Win/Loss ratio, ie. percent of winners. - Profit/Loss ratio, winner to loser size. - Frequency of trades. ex. a strategy that make 1000 trades in a year or one that make 10 trades in a year. -...
  6. B

    risk-aversion

    Being too risk-averse is a bad thing in trading. You will never acquire greatness if you are too risk-averse and fearful. Just suffered from this psychological illness during a swing trade I did this month where I for some reason did commit to 50% position size, only made $10,000 in profits...
  7. B

    How the heck do i get these DD% down?

    45% seam to be very high. As a general rule equity draw downs should be keep't within maximum 20% No accredited or institutional investor would invest capital with a CTA/HF that regularly goes though >20% drawdowns.
  8. B

    Why do you enjoy trading?

    It is the ultimate strategy game. If you are right you are richly rewarded, on the other side you are wrong and fail.. The game is still the same as it was 150 year ago, just that the tools and platforms have evolved since then. The game has gotten more available for everyone, if you have...
  9. B

    C

    So who is interested in participation in the project, development, giving feedback, testing? I'm planing to set up a module on Github. Name Componentized using shared libraries where you can pick and chose what you want, freely swap components with a standard interface. Have the...
  10. B

    A High Income Strategy for a Retirement Portfolio

    But that is not what the outcome will be for a strategy returning on average +50%. The lowest return you will see for 12 month period is ~11%.
  11. B

    A High Income Strategy for a Retirement Portfolio

    No, you got it wrong. He is earning 6% risk free over a +5 year period. Some years will be above, some years will be below, on average 6% The returns of one single year is irrelevant.
  12. B

    A High Income Strategy for a Retirement Portfolio

    Sites that rank CTA:s, a few: http://www.iasg.com/managed-futures/ http://www.managedfutures.com/top_cta_rankings.aspx http://www.rapacapintro.com/ http://www.attaincapital.com/managed_futures_rankings‎/ http://www.absolutereturns.com/...
  13. B

    A High Income Strategy for a Retirement Portfolio

    Yes, you are clearly confused. risk = loss of money, in financial terms. So if no loss of money, no risk. In real world trading system returns would see annual fluctuations around their long term average mean. Ranging from 10%-100% in this case. But over a 5-10 year period you will receive...
  14. B

    A High Income Strategy for a Retirement Portfolio

    It is possible to make 6% with zero risk. You do that by combining safe CD's with a Quantitative Algorithmic trading system. Like my own that gives an annual average return of 50% for 15% of risk. Example: Equity: $1,000,000 90% you invest in a CD paying 2%, gives you $18000 for $0...
  15. B

    my god to start your oWn fund is it possible?

    Not saying you should be happy with small money. But unless you do not have very good connections you have to start from the bottom and grow your business from there. Forget about starting a fund with institutional money, they will not even look at you if you do not already have $100M AUM and...
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    my god to start your oWn fund is it possible?

    Yes, definitely worth it to start and run a CTA operation if you are able to get the OPM (friends and family?). As long as money is separated and not pooled there is not much hassle and costs. You will trade your own personal account anyway regardless if you have OPM or not, right? Trades...
  17. B

    Can someone explain this to me?

    Shorted the divergences last week monday-tuesdag and pocketed 2500 out of it. On Wednesday I'd say it take the other side of the market and let em sell into me. 5 min of work to execute this single swing trade. lol..
  18. B

    C

    No it doesn't, it got 1 GB of real RAM, the rest is internal USB attached flash memory for storage. I'm not saying everyone should develop in C, just that it is stupid to say that C should not be used to do this or do that. C is a high-level language that can be used for everything, develop...
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    C

    I see people complaining all the time that they have problems running their Java or Python stuff on a Raspberry PI with 256 MB ram. Whats the problem then? that they can not fit and run their programs inside 256 MB? for me as a C programmer 256 MB of RAM is a huge amount of resources. How...
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    C

    Well, because C is a fast and resource efficient language compared to interpreted languages like Ruby, Python, Java, C#, etc. Python and Ruby runs around 5-10 times slower than C, that do mean longer delays for the end result. If the main code is written in C then you may also want the...
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