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Look, it's a "deep-state" warning to Trump and co not to mess with them. Did you not get the memo about the PPT being disbanded and being replaced by the Rally Prevention Team (RPT)?

This page has the futures DV01s for this kind of trading. So Bobbybax has it right.

Well it seems to be more or less a version of the probabilistic Sharpe Ratio (ie it doesn't just look at average returns over standard deviation of returns but incorporates skew and kurtosis of those returns). This makes sense and helps to penalise highly negatively skewed, high kurtosis...

If the VIX seriously spikes margin calls and general severe depletion of account equity will force vix call sellers to cover. It's nearly always the stops being hit that causes the cascading price action in any market. Either way the vix call buyer can cover his delta with vix futures...

In that scenario it's not the VIX call owner who needs liquidity. He/she can provide that liquidity themselves to the side of the market that is currently panicking.

50,000 vix calls at 100% delta is only 5,000 vix futs. Getting out will absolutely not be a problem.

So, FS are pushing a "Virtual Summit" (free) for traders to attend online (https://www.summit.fundseeder.com/welcome). Surely if you are good enough to be trading real money profitably and serious enough to be interested in funding that list of speakers is a bit, you know, "retail"?

"my sampling bias is better than your sampling bias so screw you!" o_O

It does seem plausible there are not many yet. If you do a google news search on fundseeder it comes across as a startup just beginning to sort itself out (appointment of new CIO, CSO and external funding just recently for example). I also received an email from them recently which suggested...

I do recommend registering at fundseeder. It's quite educational to see all those real-money performance histories and stats and compare them to your own.

Very good point Baron. You can see this dynamic play out on the leaderboard at fundseeder.com. Virtually all the very top performing accounts trade equities predominantly and holding periods are much more than just a few days. The Sharpe ratio of some index funds the past year is > 3 too...

Too much key-person risk with discretionary traders. Automated trading holds out the possibility of performance through application of science and engineering alone. No magic. And that idea sells....

Is anyone aware of any fundseeder seeded funds?

see if you can get a trial of Orc Trader or Option City metro (for example) and see what it is they allow you to do. Then do that...(which is probably pretty much in line with JackRab's suggestion)

I don't think the chapter/section headings do his books justice, there's a bit more meat in there than you would expect but yes for sure there's a lot of technical boiler plate. The point is he discusses the rationale for real trades/edges on occasion.

Have you read Euan Sinclair's books?

They give you two options: since inception or since link date. This is reasonable I think as people may have changed strategy or restarted trading after a gap or such like. It looks as if the FS score penalises shorter performance histories to compensate for this. For example, GAT's performance...

Appears I got your gender @rin4et wrong in my post. Sorry, did not check profile beforehand.

Well the advice he's following is from the Soros/Druckenmiller school. You might disagree with it, but it is as valid as any other. Probably best to track whether those high conviction trades are really high probability trades while trading normal size. If you find you really do have a nose...

Have you looked into using Oracle's Virtualbox to run a windows VM inside Linux (with a shared area of disk)?