Asymmetrical trading ideas / Finding a fund or family office to work with.

[stockpredictor]

You appear to be assuming "beating the S&P" is the goal of most professional investors. Anyone who runs a bond fund is at least long term fails to beat the S&P. Does that reflect poorly in their skill as a professional investor optimizing the investment class in which their investors sought to invest? There are lots of LPs looking for correlations and limited max drawdowns and a variety of other targets that lead them to index off something other than the S&P, so comparing them to an arbitrary benchmark they are making no effort to beat is silly at best.

Most professionals fail at those too.

 

[Sig]

Most professionals fail at those too.

I'd be very interested to see your source for that bit of information?

 

[stockpredictor]

I'd be very interested to see your source for that bit of information?

It is simply because most traders fail that I say it. Professionals are not safe either.

 

[Sig]

It is simply because most traders fail that I say it. Professionals are not safe either.

So you just made that up then, thanks for clarifying.

 

[stockpredictor]

So you just made that up then, thanks for clarifying.

Nah, it's true that most fail. And if most made it, then it means it's an easy job. Also, Bill Gross aka Bond King ragequit the game because he lost.

 

[bln]

What is your Sharpe or Sortino ratio? Your max drawdown % over the past 5 years? What is your correlation to the S&P 500?

Asking for Sharpe or Sortino is pretty useless. Because it depends on the risk mandate. How large annualized MDD you are willing to commit to is flexible, it can go all from 0% to 100%.

If you risk 5% of eq your sharpe, returns, etc will be one number. If you risk 10% of eq it will be a different number.

 

[wmwmw]

99% of people on this forum claiming they have a winning strategy and looking for funds are fake or lies.

 

[qlai]

99% of people on this forum claiming they have a winning strategy and looking for funds are fake or lies

Or maybe just innocently mistake bull market for edge?

 

[Sig]

Asking for Sharpe or Sortino is pretty useless. Because it depends on the risk mandate. How large annualized MDD you are willing to commit to is flexible, it can go all from 0% to 100%.

If you risk 5% of eq your sharpe, returns, etc will be one number. If you risk 10% of eq it will be a different number.

In any of the cases you cited you would have to at a minimum know your Sharpe ratio to proceed, no? Or to take a step back, at a minimum knowing and understanding what it is and what it represents is a necessary but not sufficient requirement to get in the door for institutional funding. A requirement that many here would fail.

 

[bln]

In any of the cases you cited you would have to at a minimum know your Sharpe ratio to proceed, no?

One should know it. Be aware that it may be "optimized/tuned" by choosing different risk parameters.