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I fournd myself in the same situation a year ago. I had written a handful of systems that trade 40 futures markets with identical parameters and settings. The systems were profitable for all values of their parameters and had been developed on 80s data and walked forward on 90s and 00s...

Damir is correct. I very much prefer SI to this site. It is a much more civilized environment in which I am far more willing to participate, most likely becasue of the ability to moderate and ignore. jj

Contact a professional, preferably a Registered Investment Advisor or CPA. jj

Yes, math/stats is an excellent background for a trader, but more for the thought process than the actual techniques. Mathematicians are very good at maximizing, minimizing, and just plain old optimizing everything in sight. None of these things is terribly appropriate for a trader. I think...

Yes, this is fine as long as you don't play around with the strategy at all after the first time you run it on all 10 years. In fact, I'm not entirely sure why you're here asking what we think! :) If you developed a system on 6 months of data that held up on 10 years of data, then you should...

If your backtest was performed properly, with strict in-sample/out-of-sample separation and honest estimates of commissions and slippage, then by all means start trading. Based on the fact that you are here seeking reassurance instead of confidently trading your system based on the backtested...

Looks like you've attracted a bunch of very impressive "I don't knows" from the academic crowd and one good suggestion (from kserra)! :D Bottom line is that your best bet is to sit on the system for a few months to see how it goes. Usually when they break down, it's not subtle. It's...

Agreed. The best advice is to watch it for a few months to see what happens. That way you have nothing to lose. The market and the system will both still be there in six months. By deploying only systems you are sure of you can ensure that your account will be there, too. jj

If you are truly interested, I might be willing to work on your marketing materials for a modest fee. :) jj

Some investors (esp. institutional) insist on a separate account so they can integrate with their risk management program. Also, a good CTA will provide a much higher value-add than just the trading program. jj

There is no benefit to having either a high account number or a low account number when this method of allocating fills is used. The accounts that get the best fills on buys also get the worst fills on sells. Every account is treated fairly and equitably. jj

This is a standard and fair way of allocating fills. Low account numbers get the best buys and worst sells. High account numbers get the worst buys and best sells. jj

And he is following them to the letter. He even registered as a CTA despite qualifying for exempt status. jj

He's obviously an honest guy who's enjoying himself thoroughly, not taking himself way too seriously, and at the same time making some money for folks who ordinarily would not have access to services like his. Gotta love that! jj

Well, you're half right. :) I write long-term and ultra-long-term trend-following systems that are similar to turtle systems. Currently, I have developed 12 independent systems. Proper money management is, indeed, the key to success. Entry/exit technique is largely irrelevant. The goal is...

Yes. You have two reasonable options available to you: 1. At this rate, you will have 225k next year and 500k the year after that. Wait one or two years and then quit your day job. A little patience goes a long way. 2. Quit your day job right now. You are averaging $125k per year in...

A fund of funds is a hedge fund that allocates its capital to other funds instead of trading it outright. As you would expect, being a good trader is not as important to a FoF manager as being able to raise capital, evaluate managers, and construct a portfolio. jj

I think you might have missed the point. If you think you can trade but don't know how to raise capital (which is the impression I get from your posts), you would be better suited to starting a long/short fund and hiring a marketing firm to raise funds for you (or engaging a seed firm). If, on...

It has been my experience that individuals who start Funds-of-Funds have two primary skills: raising capital and (to a lesser extent) assembling portfolios. jj

http://erik.tjernlund.net/slask/reklam/molson-canadian-i-am.mov http://erik.tjernlund.net/slask/reklam/molson-canadian-no-doot-aboot-it.mov Not very helpful, I'm afraid, but fun nonetheless... jj