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Good idea.

Q: what's the best thing in oral sex? A: ten minutes of silence

Aren't they the purpose of trading and life in general? :cool:

I would spend it on... wadne doopetchki ! :D

I like your signature "The only way to make a small fortune in trading is to begin with a large fortune".

Huh 1 picture worth 1,000 words! DEFINITELY. It looks good. :)

Ouch! What's the probability that you'll lose 80% p.a.? 1%? 2%? Can you outline more precisely how your estimated probability distribution map looks like? Since you and your investors accept this - it's OK. But I have serious doubts whether it's good money management strategy. As you know, to...

Edge = [Your Rate of Return p.a.] - [Risk Free Return p.a.] You can only tell you had an edge in the past. Edge in the future can only be estimated with some probability range... Most markets have trends > noise (Hurst Exponent >0.5). It is highly possible that this characteristic will...

you're kidding, man! :D

One guy here has a signature ..:: Slow and steady wins the race ::.. that's exactly what we got here - if you shoot for high returns you're decreasing your chances of survival... It's way too early to close Schindler Fund, IMO. Many CTAs had drawdowns ~40% and are still in business, for...

First of all, sorry for the mistake. The figures I've posted above are months to recover from CTAs' worst drawdown + months when worst DD has taken place. The flat period in some cases is much longer. There's one study I've found regarding this subject, "How do CTAs' Return Distribution...

Exactly!

just a few: The Fire Inside - Bob Seger Life is a Highway - Tom Petty Black Velveteen - Lenny Kravitz I'll Fly With You - Gigi D'Agostino Set a Drift on Memory Bliss - PM Dawn yeah, kriss kross rrocks! :cool:

Please remember there're always both sides of any trade. So, what kind of "crowd" you've on your mind? There's also a sentence "don't fight the market, it is always right". I'd say "crowd is always wrong, expcept situations when it's right" :D

lescor, you assume that CTAs drawdowns are connected with 1) single, sudden, fast market moves 2) too low volume in relation to trade size. I don't think that's the case, b/c 1) drawdowns and recovery periods take many months, they're rather connected with general market's conditions in these...

This is an old thread, but I'll ask you the same question again. Look at these facts: the average yearly return of Barclay CTA Index in years 1980-1990 was ~23%; and only ~6% in period 1991-2002. Huh the avg 3-month T-Bills yield in that period was ~4.5%... Does it mean that managers who operate...

66% of votes <3 months You're really good in making your equity curve smooth... :eek: I should also ask for how long you trade.

What was your longest period without making any profit? Best managers who trade on 30+ markets, use diversification have flat periods above 1 year. Rotella 17 months Chesapeake 22 months Beach Capital 17 months Dunn WMA 26 months Eckhardt 22 months John W Henry 21 months...

Hmmm Eurex is closed today.

hedge and go out for a beer/launch/sex :cool: