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    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    2008 was a wonderful year for CTAs. Almost everyone performed greatly when everyone else is losing their money. Strangely, since 2009, CTAs suffered a long-drawn draw-downs that continues today Aug2018. What happened? What has changed in the market? Why the drawdowns since 2009 with no recovery...
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    David Einhorn down 18.3% in first half of 2018

    Today, the CTAs are having their own serious drawdowns like value investors such as David Einhorn. Since 2009, CTAs have been performing embarrassingly with long drawdowns. It has been an issue that has long puzzled me. Any elite-traders here who can shed a clue?
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    David Einhorn down 18.3% in first half of 2018

    I should be more specific. I mean long-term performance since inception. Pretty sure Mr Buffett beats the QQQ since inception, since he is among the richest man in the world today.
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    David Einhorn down 18.3% in first half of 2018

    Warren Buffett, George Soros, Stan Druckenmiller, Ray Dalio, Jim Simons did beat QQQ with their long-term track record.
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    Is it easier to make money shorting index futures than longing commodity futures during 1970s?

    Not sure if there are elitetraders who have been around for so long to answer this question. During the 1970s, commodities boomed while stocks crashed. Was it easier to make money shorting index futures than longing commodity futures during 1970s? As a futures trader, what is your preference...
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    Are commodity stocks good replacement for commodity futures?

    In the 1970s, stocks as an asset class performed poorly compared to commodities. However, were commodity stocks a good replacement for commodity futures in the 1970s for those who prefer stocks to futures? I was wondering if commodity stocks will be a good place to hide when we go back to the...
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    do the ES ever make patterns like this?

    Only the best human players can thrive in that time-frame. All the best to you, if you can attain success in that region. Even if you are successful, do take care of your heart :)
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    do the ES ever make patterns like this?

    What time frame is this? hourly bars or 30-min bars or something else?
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    how do you trade es/nq?

    My nick is helpme_please. I have asked questions on this forum and many elitetraders have helped. Thank you all of you. I have never asked a question like yours which is essentially asking for the keys to kingdom from successful traders. It is a rude question which invites rude but justified...
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    Any side effects/problems running trading softwares on AMD Ryzen chip?

    AMD Ryzen chips are significantly cheaper than Intel i7 CPUs. I am thinking of using the AMD Ryzen chip for my new PC. Anyone here use machines with Ryzen CPUs? Any problems running trading software such as IBKR's TWS or metastock or anything else?
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    Establishing a track record

    There is a problem. One can inject new cash into the portfolio from salary or whatever source which are not from investment gains. This somewhat distorts the calculation of portfolio returns which depends on portfolio size because the size has been artificially inflated by new cash injection.
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    II blames style-drift for CTA woes

    Hi Secret Santa, Thanks for sharing your scary secret. I believe the broad principles are out there in books and even here on this forum. I do not work in this industry. May I ask how how frequently do the insiders in this industry tweak the recipe and cooking process? If it is as infrequent as...
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    II blames style-drift for CTA woes

    Hi Maverick1, Renaissance Technologies have a recruitment policy of hiring the best mathematicians/scientists who have a track record of doing good science/math. Note, good science/math and not good finance/trading. So, you're hiring a bunch of brilliant people with no domain knowledge in...
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    BBG - Stocks Quants Are Reeling From the Worst Run in 8 Years

    This is not unexpected. If one of the best human value investors like David Einhorn is suffering from a multi-year bad performance, I would expect machines employing the same strategy to do just as badly.
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    MetaStock XENITH or Money.net

    Interactive Brokers TWS news feed is good enough for me. HAve you tried that? Give it a try if you're on a budget.
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    Retail traders can outperform hedge funds just not at scale

    $1m was a huge amount 20-30 years ago. With decades of inflation, $1m is an achievable sum by upper-income individuals who have good financial habits with >15 years of work experience. I would still classify $1m AUM as retail investor.
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    Greenlight

    You can read the news here. https://www.fnlondon.com/articles/this-is-unbelievable-hedge-fund-star-dims-and-investors-flee-20180705
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    PRIIPS KID on IB

    does this new rule affect Asian traders using IB?
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    Ib again.

    Losses caused by auto liquidation have ALWAYS been related to options based on what I have read. Read the past lawsuits against IBKR regarding auto-liquidation. ALL of them are related to options.
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    Statistics: why the stock market is the easiest market to trade

    I disagree. The easiest is the real estate market. Most people I know who speculate in real estate make money. Most people I know who speculate in stocks lose money.
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