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Two things; First, what could possibly be in it for me to challenge you to a trading competition? You are asking me to stake you in a competition against myself. Second, the more you talk, the more you come off as having a gamblers mentality toward trading. That is exactly what short...

Don't think anyone is overlooking anything. Already made my case that it is pretty hard to convince anyone that you are the best in the world when every metric that I can think of says that you aren't even better than me. And I don't consider myself hte best in the world. We trade the...

Actually Lucias, most everyone here is being quite nice and very realistic in their posts. I think it just isn't what you want to hear. Historically, nobody gives money to an unproven trading program. Any program that uses a hypothetical account is by definition 'unproven'. IOW, demo...

If you are presenting any performance figures to potential investors you should realize that there is a specific format for doing so. All of these metrics are nice, but don't protect your liability. For example, the CAGR is very useful, and you could share that with a client, but it...

To the OP. Absolutely nobody is going to back you with demo account results. Has nothing to do with your ability to sell. I'm a bit confused by your statements throughout this thread. You claim that you feel you are the best in the world and that you've demonstrated it. Then you say...

Nobody uses the Sortino Ratio as there are no standards for it. Using the same set of returns I can end up with wildly different numbers resulting from various inputs. The go-to in the industry is still the Sharpe even with all the shortcomings. Savvy investors and managers will know...

My 2 cents... I have an expensive lawyer representing my business... $500/hr for partner $200/hr for associate A good attorney is a necessity when assembling offering documents and all other due diligence materials if you are going to be offering your investment services professionally...

Going quite well thanks. Returns since the last update were as follows. May = +5.35% June = +8.20% July = +5.16% Aug = +9.82% YTD +92.2% I realize that usually when someone abandons a journal it is because of poor performance. That was not the case here. Recent business...

I agree that 400K new claims is not a good thing, but the entire picture certainly must include continuing claims which has been falling at a rapid pace since the peak in Jun 2009. At that time there were approx 4.5MM more people than normal on unemployment. As of right now we are only about...

Well, a couple of indirect hedges are completely not working out right now. That is certainly the risk with indirect hedges, as they don't necessarily maintain their statistical correlation all the time.

Looks an awful lot like a wind cave to me. :confused:

This week was incredibly slow but toward the end of the week I was able to start increasing size on the positions. The upcoming week should be a little bit more entertaining. Also I checked and the snapshot from IB for the week that was messed up is working now. Not sure if anyone is...

Some end of day analysis indicates that conditions are right for increased size here. Intend to double the size of trades tomorrow, barring a large overnight gap. The positions might then move against me temporarily causing a larger than normal drawdown (roughly 5-6% worst case), but the...

Sure, but through the methodology that I'm referencing, the successes need not be identified individually. Only the failures are important because you don't need to adjust for the successes, just the failures. 1) Backtest to ensure that you aren't about to employ a guaranteed losing...

LTCM's edge ceased to be en edge when they stopped using it. The problem with their edge was the same as with most edges. They do not scale indefinitely. LTCM continued to scale their strategy well past the point that the edge disappeared. A person would have a tough time making a case...

+1 Edge is identified in the ability to take advantage of the non-random events. Much of the price action in the market is indeed random, but the market can best be described as randomly wandering between non-random events. Hence the trending nature of the markets. TA critics use the...

This range bound stuff is pretty boring... No money to be made this week if this keeps up. Most opportunities currently accompany a bear move... so that is where the focus is.

This week went pretty much as expected. I'd hoped to be all the way back to previous highs, and it looked like I would get there this morning, but then things slowed down for me and I didn't get a whole lot of trades in during the afternoon. Last week should be the largest peak/trough...

Yes but SearchTempest does everything that both of those sites will do and then searches ebay and amazon as well. Of all the ones I have used, searchtempest is hands down the best.

I should also point out that the main reason for the severity of the losses last week was due to extreme divergence between the core positions and the supplementing hedges. This divergence was on the order of three sigmas and at max drawdown I was only utilizing 1/3 of available margin...