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Drawdowns

Ok - here's an example of one strategy. Equity curve and drawdowns are based on Montly Returns. What are people's reactions to this - good, bad, terrible, incredibly good? What kind of Sharpe ratio would you imagine this type of strategy has? Would you trade it? Note: Will post...

I think the point deadbroke is trying to make is that in a certain market picking the lead horse wins - for example, in this case the lead horse would be the higher beta of the two (QQQ). In an up market it should outperform (SPY), and vice versa in a downmarket (obviously not always the case)...

...I wasn't making an analogy. My point was simply that successful people (of all professions) are very rarely inept or else they would not be in a position of success. Agree to disagree I guess.:)

I generally disagree with this. It's easy to say there are no inept traders since the craft is extremely distilled to p/l. This is not the case for other industries, which means that you can incorrectly draw the conclusion that there are inept people who succeed in other industries when the...

I see what you mean, thanks.

Search for Time Weighted Rate of Return (TWRR) - should be what you're looking for. Though depending on what and how you trade it may be more relevant to come up with your own return calculation based on your risk allocations and style.

So your call was based on oil's relative performance, yet quote absolute performance as validation?

Would you be able to elaborate a bit on this as I'm not quite sure what you're getting at? Seems like max allowable loss and probability of losing would be, I'm just not sure how that relates/applies.:)

I've been searching the forums and C2 and found a series of different equity curves. It seems people largely prefer to focus on profit factor, sharpe, and R/Max DD as three key metrics - I was hoping to visualize how these might be represented in an equity curve. Does anyone care to post a...

Can't imagine why you never got invited to the parties:p

Thought it was interesting he chose one anecdote to portray his father and it was about how he followed the rules - probably not a bad move though.

I can't help it, this is just too weird - is the board made up solely of spamming bots? The name references volatility arbitrage, yet you've done technical analysis at a HF, and now want to apply to daytrading firms. You mention a great business program while your grammar and thought...

Haven't used it, but it looks like RTD Tango allows you to run VBA/Matlab scripts.

If that were true you would attempt to inject some reasonable advice for new/aspiring traders. The stuff you post is nothing more than buzzwords with no context. For example, if you'd like to warn people about dubious 3rd party vendors - a reasonable step might be to identify one such case...

How are you allowed to continue posting this crap? 90% of your posts are losers. ...if anything you should be encouraging the 90% (if not only for selfish reasons).

Just realized most people covered it imo. Get the best finance related education you can get - it affords you the most options, regardless of career choice. I also wouldn't worry about comparing exit opps between prop and bank trading at this point. There are tons of steps until then and if...

...that makes total sense - your attention to detail is also evident.

Haha, exactly what I was thinking. Well played:D

Have you seen her? Who cares what she says.