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I don't get it. Why don't you just agree to compare your daily equity runs for a certain period and agree that the loser pay the winner $150? That way, both players "win" as they will generate their usual trading profits and the bet pays for itself out of these profits. jj

To be completely fair, the difference between 39% and 22% is significant by any standards and not something that should be easily dismissed, is it? If you think that my desire for reasonably accurate representations of performance means that I have a "bug up my ass", well then that's something...

Will respond via PM. jj

My M.O. is trying to understand where all these figures are coming from. My CTA does not compete directly with Quadriga. Quadriga is an offshore hedge fund with a very low minimum. I am a US-based CTA offering managed accounts exclusively to Qualified Eligible Participants with a...

I'm looking on the Quadriga website, and none of the funds' performance for the period in question approaches the figure you provided. I wonder if you could cross-reference the returns in your emails with the returns on the site to determine where the source of the discrepancy lies? TIA! jj

I'm not sure where you're getting that figure... jj

This was the original question: I don't see where there is any comparison being requested or performed. It's nothing more than a simple question (specifically about QSF B) with a simple answer (-17.56%). Apparently, there are at least 3 simple answers to this simple question, but that's...

Oct-03 -3.75% Nov-03 -13.59% Dec-03 15.71% Jan-04 1.48% Feb-04 12.74% Mar-04 -1.91% Apr-04 -23.57% May-04 3.90% Jun-04 -12.23% Jul-04 1.74% Aug-04 -6.35% Sep-04 7.98% Oct-04 6.45% Total -17.56%

You're being redundant again. :) jj

This system will work.

Folks, before anyone starts singling out Aaron's drawdown and attempting to draw any conclusions from it, you should take a look at what's going on in the industry in general. Here are a few things to consider: 1. The S&P Managed Futures Index is currently in a drawdown in the neighborhood...

Don't sweat it, Aaron. You'll return to form shortly. jj

Sounds like an interesting read and I'll try to locate a copy. I appreciate the suggestion! In the meantime, feel free to PM me. Would be nice to chat sometime. Enjoy your weekend! jj

My research supports this, especially for longer term models. I think it's wise not to try to get into the details, especially with that full moon out there... :) jj

I would go even farther and say that PERCENTAGE drawdowns (percentage anything, really) are basically arbitrary. You can make them whatever you want, high or low, by simply adjusting leverage. That's why I always use dimensionless quantities and ratios in evaluating trading models and trading...

http://www2.standardandpoors.com/NASApp/cs/ContentServer?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=132&xcd=HEDGE If you follow that link, you'll see that Quadriga and Schindler are not the only ones in the managed futures industry who are having a rough go of it. John Henry was also...

Steve, What, is there a full moon this weekend? When I first saw these posts I was going to respond. However, after seeing the reaction to your (entirely accurate) responses I'm sure glad I didn't! jj

This is not accurate. If I invested 100k in the second-last year, my EOY balance would be 130k. Then, after the 30% drawdown, my balance would be 91k. This is hardly "getting screwed". In fact, if you got in at the exact worst possible time, your balance would end up going from 100k to...

It's not that simple. You can show 20% avg annual return and 20% daily peak-to-valley and still attract capital... as long as your capacity is over 1 billion... There are many, many things that are more important than max historical dd. jj

$10/round-turn jj