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some more recent survey http://articles.moneycentral.msn.com/Banking/CreditCardSmarts/1In7AmericansCarries10CreditCards.aspx?GT1=9113 1 in 7 Americans carry 10 or more credit cards! talkin' about a "fat" wallet

i agree these are different worlds and shouldn't be judged by the same merits. as a panacea to the problem of changing markets and differences between each market, there's an idea to detect the current, single market conditions/structure/character whatever you call it or to put it more...

yes, but it is only indicative. similar to markets themselves: recent activity is generally good predictor of what's coming next. i mean sort of there's a high vola now, there's a good chance that it will continue for some time. i think that one must be prepared that at any moment the sys...

Is it only a marketing game without any connection to what they actually do? I guess they don't need such cheap marketing tricks since their flagship program targets institutional investors, min. investment is $20 million.

ok, but what to do with cases like: market "A" has 5% range over 2 years market "B" has many 10% DAILY ranges? more, you can be 99.9% sure that market "A" will never experience 10% daily range, ok maybe once in 50 years, and market "B" will never experience 5% range over 2 years...

you rise interesing issue here. i believe the proper approach to it is the following: every system which enters and exits fixed size at single time (no scaling in/out) is designed to exploit some more or less specific type of market(s) inefficiency. that is especially true for "simple" systems...

http://ftalphaville.ft.com/blog/2008/01/24/10432/live-blogging-the-socgen-conference-call/

It seems like they have replaced the human development of trading models by the software which generates a massive amount of models and then they choose a combination of 1500 best ones in terms of performance and total correlation. Hm i wonder how much computer power it is needed to choose 1500...

Quantitative Investment Management (QIM) quickly becomes one of the biggest CTAs in the world, rised $3B in the last two years. So i got interested in their trading methodology. Here's the article which describes it in general. from http://www.allbusiness.com/specialty-businesses/479588-1.html...

Phrenchie about his friend: "Zis guy is ze world's best trader." ...silence & raised eyebrows... "Nono. I'm zerious, he is ze best."

great job 666! i wonder why nobody mentions that jack is a victim of schizophrenia. also, it's no surprise that he has so many followers. if you present two methods to let's say 10 people: 1st is clear, simple, honest & workable and the 2nd is complicated, unclear, contains some mysteries...

Pabst, you won't convince surf with rational, logical arguments. i smell some sort of blind faith in a guru here. even if vic will bankrupt for the 10th time doing exactly the same mistakes i guess surf will still treat him as one of the best managers in the world. reminds me of god existence...

if you take too big risk in % terms, then your returns are at risk of being negative despite still having an edge in $ terms. vic probably knows that, his investors not, so we can call them unsophisticated at least. it's just a "heads we win, tails you lose" game, leveraged to the levels...

http://www.dailymotion.com/relevance/search/solveig/video/xeryr_martin-solveig-jealousy :)

Here's http://www.nuclearphynance.com/Show%20Post.aspx?PostIDKey=4851&PageIndex=10 the "M1Kz" answer: "DD of Rentec depends on time period, they really started performing around 1990 (eg Sharpe less than one until then) and the dd at the end of April 1989 was -25.5%. From 1990 to 1999 the...

Thnx Aaron Yes that kind of performance is possible only with index futures or currencies. Simon's Medallion fund long term avg is ~60% p.a. before fees, I don't know the DD figure, but imagine the return with 3x higher leverage...

Anyone knows smth about "T4T s.r.l." CTA? Esp. what markets they trade? Ranked #1 2005 return by IASG +356% net of fees I guess they're not managing any account currently, except their own while the program is offered by Man Direct. Hmm

Olsen's commentary https://www.olseninvest.com/docs/20051018.pdf

http://www.iasg.com/dilligence.asp?ID=388 saisGroup questionnaire page 10: q: who is your prime broker(s)? could an investor clear through another of his choice? a: an investor could use any broker. our automatic trading works on the OANDA FX trading platform page 11: q: at what...

My guess is they traded against the 600-pips down trend all the way, probably adding to a losing position. Olsen's oldest program is down more than 10% since it's inception 4 years ago https://www.olseninvest.com/docs/performanceHFF.php?shareType=EUR1