Anyone else surprised at option-writing CTA success?

If you´re in performance trouble with a CTA program, just close the old one, start a new one. Good, old practice that hedge fund managers apply, too.
 
Mark,

It's pretty obvious you didn't look at the link. The results I linked isn't for a single manager. It's Autumn Gold's "index" - weighted average of ALL option writing CTAs.

Good input from the others. Had no idea of Autumn Gold's reputation/professionalism, but I guess this thread pretty much covers it.

I also assumed Barclay Hedge, another CTA ranking database, was some how associated with Barclays PLC... and it's not, either.
 
Quote from drcha:

Risk and reward are two sides of the same coin, always. If you can make 200%, you can also blow up.
More...

This says all you need to know.
 
Quote from drcha:

Risk and reward are two sides of the same coin, always. If you can make 200%, you can also blow up.
More...

Only if you're a pleb. The rules are different for GS et al :mad:
 
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