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Thank you for your kind words. It wasn't easy. I spent many sleepless nights in the office hedging us through LIFE securities when the US markets were closed on that horrible Monday! It did cost me a few more grey hairs, but staying true to our strategy paid off! It was a good test to our...

Thanks!

Could you please post the link to this paper?

I don't know. The assumption that all the hedge funds run mean reversion strategies is questionable. We, for example, do not run those. There are other types of statistical arbitrage that are still popular in Quant Funds. We have never changed our strategy since 2000 and we have survived Low and...

No, not at all! I was just using your quote to illustrate my thoughts. I am simply ticked off by this "witch hunt" on Quants, that's all. Good posts, Cheers

Frankly, I don’t give a damn! I am one of the “Quants” you will find around! I have been running our trading operations for a lot of years quit successfully, (thank you very much) without “raking billions” or “blowing up”. Simply making 20 to 40 % annualized with a very low...

Well, one can only lead a horse to its stable …

And that law is the Law of Stable Distributions – the only law that is practical enough to extract dollars from markets! All the other “laws” are simple derivatives of this universal law! The sooner one understands it the sooner he/she will become successful in the markets. :cool:

A very insightful statement! I concur!

I agree. A lot of people on ET do not understand that making 100% return a month on 5K of capital is a lot easier than making 10% a month on a 100 M or 10% a year on 10B. That "scalability" fantasy does not exist. People would not let you trade 100M or 10B if you are not market neutral! And if...

Turn on your TV! :cool:

I agree with "don't fight the market" statement, but what do you call a market in which every consecutive high is lower than the previous high?

Anyone noticed how idiotic the general public is? They are all buying this bullshit and loving it! Disgusting!

Touché! Sharp as usual! :D

Technical Analysis and Science are as different as Science and Scientology! As Scientology TA is built to please Hollywood like people who are hungry for mysticism!

Nice trading today! Good man!

I subscribed to your thread!

Bottoms CAN be picked, but not in public! :D

You got me too, you bastid! :D :D I guess I have to watch my typing carefully (damn typos!!!) ! :D Thank you! I deserved it!

:confused: I need a few Bollingers tonight!