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OK, now that you've admitted that the real purpose of this thread is to solicit clients rather than to ask for help, we know exactly what you're about and we've established that you don't mind going about things in an underhanded way. Nobody in their right mind would trust you with $1. Anyone...

Bluff successfully called. Don't worry. I'm not offended by your transparent effort to attack me and none of our readers is fooled by it either. You have shown your true colors. Insulting the caller of your bluff is standard operating procedure for a person of your obvious experience...

Still waiting... M

quantum_quant@nextdsystems.com M

Yes, I do. I eagerly await receipt of the trading records showing your claimed 10% per month return and 1% drawdown that prove me wrong. Until then, you'll remain nothing more than a source of comic relief. M

Yes, that very thought had occurred to me after reading your posts, although probably not in the same sense that you mean. :D Before you go getting all up in arms, I wasn't laughing at you. I was laughing at what you said. There's a big difference and you'd better get used to it. M

I just reread this entire thread after reading your "track records don't mean dick" post and laughed out loud in several places. The funniest was: Could that "personal reason" be that you hate the feeling of losing money every time you try to trade your system? :D M

Sorry to say it, but this is precisely why no one is interested (and why no one should be interested). M

Is this a live track record that can be documented? M

I would happily be your first client. Of course, the moment your deposit hit my account you can bet I'd be closing my account and withdrawing all funds for a risk-free profit. :D The most obvious question I would have about such an arrangement is this: If you're willing to fund the...

Excellent discussion, Kevin. Unfortunately, the models that I work with tend to have nowhere near a normal distribution of returns, and I suspect this is true for others as well. Historical average drawdown does work very well both in theory and in practice to the extent that the historical...

Just because heavy leverage is offered doesn't mean you have to use it. Start slow and give yourself a chance to succeed. M

Thank you. (I am the author of that paper, by the way.) The levels seen can vary widely and depend on many factors. The testing software is software that I wrote specifically for the purpose of developing and testing my trading models. The software itself isn't commercially available, but...

The higher the ratio the better. Yes, that is the paper. M

You can use periodic data or trade-by-trade data, and should include all drawdowns no matter how large or small. The maximum drawdown of any system over any period is (perhaps surprisingly) extremely random and is not a reliable way to evaluate a system. Take a look at the drawdown paper and...

It is, in fact, very much different. I don't have much use for the MAR. M

Average Return over Average Drawdown M

The standard rate is 2% per year (0.1667% per month) for a management fee and 20% of net new profits as an incentive fee. In some situations an advisor gets more or less. For example, I run a low capacity daytrading program where the fees vary between 0/40 and 0/50. M

There is an alternative... currency futures. Win or lose, you know you're getting a fair shake. M P.S. Now waiting to hear the FXCMFXCM propaganda against currency futures...

You can't be possibly be saying this with a straight face, can you? You are effectively acknowledging that FXCM's prices which are set by FXCM differ materially (i.e. exploitably) from the prevailing price available on a free exchange, and that this difference exists for the exclusive benefit...