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I'm surprised nobody here has mentioned Bloomberg for historical data. Is there a reason for this?

Only allow allocating trades to individual accounts. The strange part about that is that APS and post-trade allocation is sort of the accepted best practice as far as the NFA is concerned. The group in Asia sounds interesting, I'm just trying to figure out how necessary they would be for me.

I'm not aware of any method for designating a rotation, otherwise I certainly would've done so already. They've suggested that I switch away from using the manual allocation in favor of the automatic allocation, but this does not address the issue. The problem arises with notional accounts...

It's a love-hate relationship with IB for me. Clients love the ability to login to their individual account any time they want and generate pretty charts showing performance for any period they desire. It is the definition of full transparency. But, the previous things that I mentioned...

Just to clarify, this wouldn't make a difference in the standard reporting format. Even if you only bill client accounts on a quarterly basis, the fees are applied monthly for reporting purposes. Typically, monthly returns will be calculated on a time weighted basis, marked to market at month...

I agree, but you have to keep in mind that you're assuming the manager of these strategies actually has an edge. If he doesn't, over the long term he will under-perform the broader market, typically by an amount very similar to what he paid in commissions and slippage. To demonstrate, what...

This thread is interesting given my efforts in growing my CTA. You would think that a high Sharpe is a good thing, but as it turns out that isn't the case with larger and more sophisticated clients. I've had periods of 4+ Sharpe in the past, but overall my program is around 2.5. I thought I...

Yes, it is monthly because that is the required/accepted format for CTA reporting in the DDOC. To be clear, there is no required reporting for risk metrics like Sharpe, Calmar, etc... I am referring to the performance capsule.

I reading this to mean that you either have a relationship with other intro brokers or want to allow clients to select their own FCM, simply using IB TWS as the executing platform. Is this correct? From what I understand, IB will do this but they will be a big pain in the @$$ about it...

I've recently taken the series 3 and setup a CTA. Not FX though... did you have questions?

I've been an apple hater for years too, but my wife has every device they sell. I have to admit. Her stuff just works all the time. Sure, her iPhone 4s isn't customizable, and it lacks some of the power functions of Android. But... IT JUST WORKS REALLY WELL! Ditto for her iPad 2 , and her...

I think you are making this more complicated than it really is. It is obvious that our current situation cannot hold into the distant future. But judging from experience, things can hold on for a lot longer than I usually expect. Thus, in my trading I never position myself to depend on...

Will we crack due to 130% Debt-GDP? Or will we crack due to 6% interest? Even Greece could maintain at 2.5%. But then, it is self-fulfilling to a certain degree. IMO, we are already on a course toward higher rates. Even at current debt levels, a 6% rate gets heavy, though we likely...

I'm just gonna buy some Brazilian farmland and require all receipts to be paid in gold.

I still believe that Romney wins Nevada easily. Just watch all the Mormons come into play there. He likely gets Virginia and North Carolina too, narrowly. He will probably lose NM, and CO, but by very narrow margins.

Seems to me that you are referring to "Right Wing" in the context of Republican, and "Left Wing" in the context of Democrat. This is a bit confusing because there are also ideologies associated with each. That is where the disagreement comes in for me. If "Right Wing" = conservative, then...

If I was him I wouldn't have posted bail. Much more dangerous for him out of jail than behind bars.

Well, the description of events that I posted doesn't have him turning his back on him. It has Martin hiding around a corner waiting for him. If that is correct, then Zimmerman was probably a bit startled to come around the corner and find Martin there. He reached for his phone and got...

I've also never believed that the existence of a God would preclude the existence of many other similar Gods, each with his own creation. Sure does make you wonder when you see all the cool different forms of galaxies.