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  1. Chuck Krug

    Short Selling the Day's Biggest Percentage Gainers...

    KBIO was at 10-11 premarket
  2. Chuck Krug

    The Shorting of Frauds, Overhyped and Bankrupt Stocks Journal

    KBIO at 11 premarket -75% from November high
  3. Chuck Krug

    DeGiro Experience

    http://www.amsterdamtrader.com/2015/09/degiro-clients-as-counterparty-for-hedgefund.html
  4. Chuck Krug

    Good trades vs bad trades

    Just ask for my man Tony Bagels
  5. Chuck Krug

    Good trades vs bad trades

    I agree with 4 and 7
  6. Chuck Krug

    Good trades vs bad trades

    1. Good trades are generally winners from the very start. 2. Good trades do not take a lot of thinking about; they are triggered through robust entry signals. 3. Good trades aren’t really stressful. With the right position sizing and entry level it should not cause high stress but instead...
  7. Chuck Krug

    How much margin would be needed for this strategy?

    900k- 1M for the stock position sounds right Thanks The overnight futures margin at Interactive Brokers is 4600/contract for the ES, so yes, 300- 350k, 8k-ish a contract is more prudent. You are correct that I live in Europe, and have had margin accounts at interacive since 1999, i don't think...
  8. Chuck Krug

    How much margin would be needed for this strategy?

    Long 5 million usd in stocks (market cap 2 billion and up) 1 million usd stocks shorted Short 38ES $1 million margin for $6 million in stocks (long/short) using portfolio margin (is this correct?) $174800 margin for 38ES (4600/contract) (Could bonds be purchased for this amount?) So $1,174,800...
  9. Chuck Krug

    Portfolio Metrics

  10. Chuck Krug

    Portfolio Metrics

    Account Size (NAS)342 Strategy Sy Te Assets traded OP Annualized Return 437.20% Annualized Volatility 344.69% Sharpe Ratio 1.27 Cumulative Return 314.13% Maximum Drawdown 31.47% Sortino Ratio/2 9.65 FS Score 43.42 Daily GPR 3.65 Monthly GPR 9.31 MAR 13.89 CALMAR 13.89 Expected Shortfall -4.83%...
  11. Chuck Krug

    The Shorting of Frauds, Overhyped and Bankrupt Stocks Journal

    KBIO! (And Interactive even has shares to lend)
  12. Chuck Krug

    I need help

    It is obviously not technically possible for any shareholder or category of shareholder to hold more than 100% of a company's outstanding shares. Therefore, when you see investment information websites reporting institutional holdings exceeding the 100% mark, something is wrong with the data...
  13. Chuck Krug

    Portfolio Metrics

    Didn't Jack Schwager give you a call Aug1? I believe he mentioned he called a certain Mr. Debitspread to invest a couple of mil
  14. Chuck Krug

    Portfolio Metrics

    Just want to say to MoreLeverage:
  15. Chuck Krug

    Portfolio Metrics

  16. Chuck Krug

    Portfolio Metrics

    Monthly Perfomance Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total 2015 0.01% -4.41% -6.69% -2.81% -5.37% 0.00% -1.26% 507.69% -16.78% -13.55% 12.90% 299.84%
  17. Chuck Krug

    Portfolio Metrics

    https://fundseeder.com/trading_account/938
  18. Chuck Krug

    Portfolio Metrics

    yes, i'm transforming this strategy into a more always in the market (long or short) strategy, which should smoothen things out
  19. Chuck Krug

    Portfolio Metrics

    Yes, 200 is ridiculous for a Sortino (or Sharpe, basically same scale). Your interpretation is right (about the typical small loss), but the statistics aren't that smart. You see on average you've managed to be up during the period, so the mean is positive overall. This means the stats think...
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