lemme see....
data up to 30/7
S&P
jul -1.9%
ytd +3.8%
RBC250 hedge fund index
jul -0.3%
ytd +6.7%
I can see why in the current market environment the players with lower volatility and higher returns will suffer....
This turmoil will separate the boys from the men. Lots of...
Wow. Great insight. Each year about 10% of funds close down. Not a big surprise that in the next 5 years about 50% will be closed down. Question that really matters is how many new funds will start up?
yep. it does settle at the cash vix level though at expiration, but given the strong mean reverting nature of volatility it tends to move less violently than the cash index during the life.
it is in a sense similar to eurodollar futures.
i'm not running your average futures book, but..
diversification and reasonable use of leverage (different levels for different asset classes) are the only techniques i use.
don't use stops, don't use volatility adjusted positioning, don't scale in/out.
i keep a tab on VaR but don't...
Quite obvious from your own posting that you're simply selling a trading system and are not managing money.
The claims of returns since 1994 are also obviously bogus since the company and model was formed in 2002/2003.
So essentially you are advertising a hypothetical (curve fitted)...
2. Give us a brief history of your company and its major steps
Trendinvestor was formed in 2002 and went live with our subscription based website in 2003
And gotta love this one :)
11. Why do you make money (economic rationale)?
Because Our System Works
from their own due diligence form posted on IASG:
4. How many assets in US$ do you have under management? How was the evolution? What percentage is institutional respectively individual accounts?
At present the Fund only trades some of the Proprietors assets approximately $90,000
Murray, maybe you can answer a question I've always wondered.
If the system you've developed is really so great and you developed it over 10 years ago. Why do yo (need) to sell it?
Why haven't you made enough money trading it with your own money, or set up a CTA business? Surely that must...