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...didn't mean to imply otherwise - they have a pretty good sharpe, seem sensible in how they've managed risk in the past, and seem to be recognized for it.:cool:

In the famous words of Aleksey Vayner - impossible is nothing.

http://www.ljmpartners.com/english/history.php

...it's not often the driver gives the client the tip.

Fine, I'll try a different tack and give you the benefit of the doubt. What I'm interested in is comparing your sharpe to your profit factor and knowing over what timeframe you calculate beta. That's all. ...as for adjusted beta, I'm not sure that makes sense to use in this context and...

Ok - then expand on how you achieved/measure beta neutrality (this must be easy given your 'quant' strategy) and how/why you think West 3rd has anything to do with NYU. ...or better yet, simply the standard deviation of your returns.

Haha, at best you're a liar.

What are you seeing for volatility? ...Stern huh, what are the burgers like at West 3rd Common?

Yes, but does he trust his mattress? If the fear is about paper currency then why not purchase hard assets (i.e. guns, food, porno, water, etc.)? ...and just saw the Gold option, so that's the choice.:D

OMG!!!!!!! This is amazing stuff - thank you.

Isn't it Capital Context or something like that?

Don't try to save me

What are you seeing for volatility?

I may be crazy

NM. :cool:

1. You posted in the wrong forum 2. Use the search button to a) find your old thread and b) look up prop firms

nutmeg - kudos to you, these are pretty funny, keep 'em coming.:D

I think it's pretty clear it doesn't much matter in terms of identifying a strategy with a long-term positive expectancy, but it will have an effect on your equity curve/DDowns. ...and to your point, it's a psychological issue also - some people must have a high win ratio. To each their own...

Could be interesting. Do some points include those mentioned earlier? 1) high leverage 2) short liquidity strategies ...short liquidity, meaning providing? I'm under the impression most MR RV positions provide rather than take.

Ha, he IS hyperbole.:)