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Thank you all who contributed, commented, suggested, wrote Pseudo code, moderated and at times Insulted on this thread. It helped me get a clarity on my though process. I hope I have given something back via my thoughts that might be useful for somebody someday. What I have realized is there...

Correct. And that is a Million dollar observations. One can explore further on that idea alone towards building a good automation. The practical truth is somewhere in between the 2 realities you mentioned. Somebody else mentioned on this thread (criusecontrol?) that he/she automate all that is...

Correct. to give another reference from movie Fight Club. "On a long enough timeline, the survival rate for everyone drops to zero." Even hardcore successful quantitative Funds for years like Rentech (Dr. Simons) says similar thing. Thing are working for now and it seems like a edge, but we...

Thanks for your constructive reply here. the approach is not applicable. Because the assumption here is all edges are equal. It is just not about the threshold of edge, but type of edge too. (and so many other things that can not be explained here). BTW..I am getting more and more clarity on...

Your First Logical, relevant and excellent post on this thread. You asked excellent question and more importantly you summarized it beautifully in words. If you want, I can give you my take on this. Only if you delete your other posts on this thread AND/OR apologize for your insulting and...

Aquarians: member: 493022 Racist, Irrelevant, illogical, Non quantitative and disgusting posts by you on this thread. You purely deserved to be ignored. Take your cultural and linguistics racist bias to other rants and ravs forum and empty your garbage there. Unless at least 2 other individuals...

Your both posts deserved to be ignored at so many level.

I know, I can not quantify how much edge by which param. If you can, congratulations Sir. e.g. in healthcare we do diagnostic tests and we know what test result should be in what range. Just taking supplements or medicines by quantitative measurement is not (*should not be*) the approach. actual...

cruisecontrol listed few.

One more thing, You are correct in assessment that "then it's nonsensical to say they are only 2% of your system." There is no way to prove what exactly brings in the edge and how much edge is due to which areas of the system. It is like a potion. something could be just a pinch but that is make...

The exhaustion is not because of the workload of 2%. That is nothing. Just few minutes a week. It is because of "engaging" alone in the process. Not having anybody to discuss it. The mind is running many automated events and thinking about it. Which is useless as it really does not matter. But...

Look at it like Corporate software company. You will see developers writing code, software architects, project managers, sales people etc. all foot soldiers doing most of the work. Then there is middle level management. Overseeing the Foot soldiers and keeping them in channels and intervening...

The Risk management done at portfolio level is where substantial edge coming from. I can not quantify how much edge, but i am guessing it is extremely important. Personally I do not know all 5000 stocks and what is happenings with them. It may be allocating a very tiny amount to a small cap...

System taking positions after positions on stocks that you never heard of, and just the sheer volume of events happenings and trying to figure out and analyze what system is doing is all exhausting for individual. Especially when real money in on line. I have tried that on a smaller scale. I...

Thanks for sharing your experience. Was your strategy involves stocks only, long and short, large number of stocks and fully automation or Manual trading? Why did it choke at 2-3 Million capital? (any more details if you may please?) I understand what you are saying and I see your point. It is...

Thanks for the reply. None taken.

May be not. no offence.

Every individual strategy going in is fully back tested. The entire Portfolio Trading system (close to 95%) is back tested. It has excellent metrics. I am just not big myself on those numbers. It only serves as guidelines. But if you are asking if those numbers are good? Yes they are. Can it be...

Even with fully automation, it takes a considerable amount of time to stay on top of it. Some manual interventions when needed etc etc. It is just not got designed to do it a 1 man show.

I guess minimum it could take is 500K around. I know some of you will laugh at that number. Probably one would just do some personal phone calls and raise that from couple of friends. But I am not looking for just capital. I am also looking for reputed Business side experience in Fund...