Aaron chat

Quote from praetorian2:

Interesting debate. I agree with pound the rock about bright.

I would never trade prop.

Does anyone here know about those websites?

I can't speak for others, but at least for myself, I want the fund to one day be a monster. Everyone has to start somewhere. For me, I had to start small. I agree, this venture will probably not be profitable on a monthly basis until it hits 2-5m. I have had a great year so far, and I am pretty close to being profitable after management fees for the year.

I figured that the fund would not be profitable at first (are any startup businesses profitable from the start?) and I took out enough personal money for 2 years of fund and personal expenses. That is in the bank. Once I get to profitability, I intend to add those back into the fund and increase my stake in it.

I had originally had an agreement with my father where I got 50% of all profits. I wanted to redo the agreement (mainly for tax reasons, the capital was in my name) and I had a few close family/friends who wanted in and were jealous of my dad's returns. I felt bad that the "professionals" had destroyed their assets int he last 3 years and wanted to help those who asked. In fact, I let a few in for less than my quoted minimal investment level b/c they no longer had enough for the minimum.

You are correct to possibly call this a family fund, but I also have a few outside investors in it.

Finally, the reason I set up a fund is for the amazing profit potential. I honestly believe that I can return 50%+ on an account that is 30-50m. That would be 15-25m in fund profits and 3-5m to me not including my own investment in the fund. I saw no other way to make money like that. I was unable to grow my own trading account fast b/c of personal expenses, trading expenses and mainly taxes. In the hedge route, I saw a way to have a large account that I can profit from. I think that most of the other guys who are at 1-5m will agree with me as well.

Good luck. Like Aaron, I suspect you are still quite wet behind the ears.

Unfortunately, they don't track failure statistics of small hedge funds like prop, but I tend to think the failure rates are similar for one who approaches both with a long term game plan, proper funding, and the right mindset.

Aaron's statistical figures disturbed me during his on line chat. He was so specific about gains "Yes, after we topped the charts with +97% in '02 we got a lot of new investors" but talked about drawdowns of 20 to 30%.

Isn't it interesting how people know exactly the upside figures, and give a wide range of down side?

I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

I had a position back in the late 80's where I was working for a firm hawking managed futures accounts. My job was to look at track records, and they are very misleading in small funds, as big gains can come easily. Big losses can come just as easily. Someone can come into the fund at the wrong time, and easily lose 50% while the fund draws down only 20% depending on how they measure the overall performance.

I wish you luck with your goal, but it is unrealistic in my opinion.

A good hedge fund over time will outperform the market, but these ideas of generating double digit returns on a regular basis for clients are just nonsense statistically speaking over a 10 year period.

The truly wealthy people I know, and I do know a few, would laugh at someone talking about the kind of returns that are thrown around.

They know the truth, and the truth is that if you beat the S&P by 10 to 15% annually on a very consistent basis, you are among the best in the business.

They also know the difference in trading a few million dollars and large funds. Not the same animal at all.
 
Quote from trader99:

"Quote from Don Bright:

I have heard from so many people lately who are in the process of starting a "hedge fund." This term is mis-leading, and has been used to deceive people into giving money to someone to trade with. Why would anyone pay someone to trade for them? If the traders themselves were any good, they wouldn't need to use "other peoples money" OPM, to trade with. I have had a least a dozen calls in the last week...this must be the latest venture into the "snake-oil" pit.

And where in the world do they get people to put up this money...family? friends? (not for long).

If you're any good, put up $25K, use the firms' capital to trade with, and keep your profits (instead of charging a few points to your buddies). If you're not any good, then this may be a short term way to pay your bills, but extremely short term.

There may be a legitimate reason for starting a "fund" but I haven't heard of one yet. "


Don,

Here we go again. I thought this topic was discussed thoroughly a while back. Maybe a year ago on here on ET.

You wrote,"This term is mis-leading, and has been used to deceive people into giving money to someone to trade with. Why would anyone pay someone to trade for them? If the traders themselves were any good, they wouldn't need to use "other peoples money" OPM, to trade with. I have had a least a dozen calls in the last week...this must be the latest venture into

Come on Don! I respect your posts and your prop trading models. But there are pros and cons to both prop vs hedge funds. Prop trading is good if you don't want the hassle of managing OPM, legal paperwork, and don't need the large scale that OPM offers.

The answer lies in Jack Schwager's interview with Bruce Kovner. He asked why Bruce wanted to manage a $600M fund instead of his own substantial personal money. Bruce said managing OPM represents a CALL OPTION which has asymmetrical risk vs managing your personal money is a straight symmetrical risk. The most you can lose in a fund is either nothing or the little capital you put in. The most you can gain is almost unlimited. I think most people would take an asymmetrical risk profile anyday. Limited risk, unlimited gain.

Prop trading is a good way to learn the market and do you own thing. But it doesn't offer the scale that most hedge fund can. I think maybe 10-20(?) out of 100 in prop do that well. $25K to leverage up to 10x is 250K. If you can make 100% out of your $250K then you are doing good enough and dont' want the hassle of running a fund. If you are doing 20-30% that's only $50K-$75K. But from my reading on ET and personal experience at prop shops, it seems more likely that vast majority are breaking even, negative, or very small gain. Undercapitalization and overleverage have very serious effects on psychological execution and holding power of any strategy. Leverage is a double-edge sword. Look at hedge funds who used excessive leverage and blew up. Same goes to individual prop traders who overtrade.

good luck to all!

trader99


very well said, trader99 . thank you. however, i think the point don was getting to, is that for most traders with limited capital a hedge fund structure does not make any sense. yes, for the size funds that you mention, a hedge fund structure is the only way to go . i particularly like kovner's statement.

best,

surfer:)
 
Quote from OPTIONAL777:



Good luck. Like Aaron, I suspect you are still quite wet behind the ears.

Unfortunately, they don't track failure statistics of small hedge funds like prop, but I tend to think the failure rates are similar for one who approaches both with a long term game plan, proper funding, and the right mindset.

Aaron's statistical figures disturbed me during his on line chat. He was so specific about gains "Yes, after we topped the charts with +97% in '02 we got a lot of new investors" but talked about drawdowns of 20 to 30%.

Isn't it interesting how people know exactly the upside figures, and give a wide range of down side?

I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

I had a position back in the late 80's where I was working for a firm hawking managed futures accounts. My job was to look at track records, and they are very misleading in small funds, as big gains can come easily. Big losses can come just as easily. Someone can come into the fund at the wrong time, and easily lose 50% while the fund draws down only 20% depending on how they measure the overall performance.

I wish you luck with your goal, but it is unrealistic in my opinion.

A good hedge fund over time will outperform the market, but these ideas of generating double digit returns on a regular basis for clients are just nonsense statistically speaking over a 10 year period.

The truly wealthy people I know, and I do know a few, would laugh at someone talking about the kind of returns that are thrown around.

They know the truth, and the truth is that if you beat the S&P by 10 to 15% annually on a very consistent basis, you are among the best in the business.

They also know the difference in trading a few million dollars and large funds. Not the same animal at all.


not to mention the sharpe ratio would be so skrewed after a 97% one year gain and 20-30% drawdowns that it would greatly concern any legitimate institution or fund of funds. for those of you who don't know--- the sharpe ratio does not distinguish between upside and downside fluctuations. it is a measure of volatility not risk.

best,

surfer
 
I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

Did you check the log Optional? I saw your peak to valley question, but thought he had addressed it already. I found this:

trader99 (Mar 26, 2003 5:11:31 PM)
aaron - is that 20-30% drawdown for the yr or a month?

Aaron Schindler (Mar 26, 2003 5:11:44 PM)
peak to valley.

...but then that's talking about the downside, not the upside.

André
 
Quote from Andre:

I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

Did you check the log Optional? I saw your peak to valley question, but thought he had addressed it already. I found this:

trader99 (Mar 26, 2003 5:11:31 PM)
aaron - is that 20-30% drawdown for the yr or a month?

Aaron Schindler (Mar 26, 2003 5:11:44 PM)
peak to valley.

...but then that's talking about the downside, not the upside.

André

People do have a tendency to highlight the best and minimize the worst when they are selling something, don't they?

Always a lot of detail of the good, and hazy on the bad.

Don Bright is a master of that trick.
 
Quote from trader99:



praetorian2 ,

sounds like you are man with a plan. That's good. Just keep focusing on generating great returns and the money will come.
so, did you do your own paperwork or you hired a lawyer to do it?
what kind of style is your fund?

wish you the best of luck in getting there.


trader99

Thankyou for the kind words. Dispite some negativity on this thread in regard to small funds, I am not disheartened. In fact, unlike a lot of people, I appreciate opposing views on things. It helps me to reevaluate my own opinions.

I hired greentradertax.com to set up my fund. GTT also does my accounting and other back office type work so that I can focus more on my own trading.

They just recently redid their website, and now have a lot of information on setting up a hedge fund. It is worth a look for those of you who have questions. I personally am very content with the work that they have done for me.

http://www.greencompany.com/HedgeFunds/index.shtml

I think that those lipper style type groupings are very misleading. I am mainly just an agressively trading fund now with about a third of the fund's capital dedicated to that. The rest is employed in value investing with some shorts also.
 
Quote from Andre:

I do think Surf's point in ego has some validity. But I also think people start funds because they want to be able to scale, ie: they're frustrated with their capital levels. There are plenty of under-funded individual traders who wish they could trade 30K instead of 5K. And there are successful traders who have 300K who want trade 2 Mil.

Is that part of your reason for wanting to start a fund, Praetorian?

André

Also, I don't think Don actually posted to this discussion, so maybe don't harangue him on this? Someone copied his post here, to this discussion.

Andre- I think you hit it right on. It isn't ego. I sure am not gonna boast about my fund size. In fact, I managed more last year before I took some out to pay bills, taxes and set some aside for future expenses.

As i said above, I felt that I could never grow my account or income to the level that I want because of taxes and expenses.

Andre, you are right. Don was dragged in and I don't know how his own feelings now are. I apologize and I am going to errase my past comments. I am sorry.
 
Quote from Andre:

I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

Did you check the log Optional? I saw your peak to valley question, but thought he had addressed it already. I found this:

trader99 (Mar 26, 2003 5:11:31 PM)
aaron - is that 20-30% drawdown for the yr or a month?

Aaron Schindler (Mar 26, 2003 5:11:44 PM)
peak to valley.

...but then that's talking about the downside, not the upside.

André


let's not forget that the 97% figure was before his fund was even at the 1.5 million dollar ( us) figure it is now. day traders regularly double their money can they do it again is the question. please don't think i am ripping on the presenter , he seems like a great guy and was very kind to share his knowledge.

best,

surfer
 
Quote from OPTIONAL777:



Good luck. Like Aaron, I suspect you are still quite wet behind the ears.

Unfortunately, they don't track failure statistics of small hedge funds like prop, but I tend to think the failure rates are similar for one who approaches both with a long term game plan, proper funding, and the right mindset.

Aaron's statistical figures disturbed me during his on line chat. He was so specific about gains "Yes, after we topped the charts with +97% in '02 we got a lot of new investors" but talked about drawdowns of 20 to 30%.

Isn't it interesting how people know exactly the upside figures, and give a wide range of down side?

I tried to ask about the 97% number, whether that was total return, or from some valley to peak, but the question did not go through.

I had a position back in the late 80's where I was working for a firm hawking managed futures accounts. My job was to look at track records, and they are very misleading in small funds, as big gains can come easily. Big losses can come just as easily. Someone can come into the fund at the wrong time, and easily lose 50% while the fund draws down only 20% depending on how they measure the overall performance.

I wish you luck with your goal, but it is unrealistic in my opinion.

A good hedge fund over time will outperform the market, but these ideas of generating double digit returns on a regular basis for clients are just nonsense statistically speaking over a 10 year period.

The truly wealthy people I know, and I do know a few, would laugh at someone talking about the kind of returns that are thrown around.

They know the truth, and the truth is that if you beat the S&P by 10 to 15% annually on a very consistent basis, you are among the best in the business.

They also know the difference in trading a few million dollars and large funds. Not the same animal at all.
 
Quote from praetorian2:



Andre- I think you hit it right on. It isn't ego. I sure am not gonna boast about my fund size. In fact, I managed more last year before I took some out to pay bills, taxes and set some aside for future expenses.

As i said above, I felt that I could never grow my account or income to the level that I want because of taxes and expenses.

Andre, you are right. Don was dragged in and I don't know how his own feelings now are. I apologize and I am going to errase my past comments. I am sorry.

it's not ego concerning the fund size, it's ego when picking up chicks or just at a party--- "what do you do for a living?" well, i manage a hedge fund ! totally true but it does conjure up images of private G5's and mansions.

i think it is a great thing, and as you know, do it myself--BUT i believe that the focus should be on raising substantial capital or it's a waste of time.

best,

surfer
 
Back
Top