Experienced Portfolio Managers only

[Zzzz1]

Right. I am sure you read this story right...

If they are going thru Mr. Morse, it is big-boy talk that is done behind closed doors. Due diligence skills will always be necessary regardless of the level of play.

But, he is surely not talking Metatrader robots here. I think it is great that he endorsed our forum as a source of emerging talent.

 

[Southampton]

No, I offered to help and said this would be a good place to find a new hire.

There is definitely talent on this site. Just a lot of noise on top of it.

Peace

Hamp

 

[xandman]

Right. I am sure you read this story right...

Yes. It looks like they are looking to find other sources of non-correlated return premia. The motivation of asset managers is all too common. The actual economic research is very tedious, but it is very similar to the research done by the CME in trying to design a new trading product. Talking to these managers will tell you if they are at your level.

The actual execution strategy is probably not that important only that it efficiently captures the premia and is scalable. It is much easier to hire the guy who designed the implementation and the fire him when the premia is gone. This is the constant source of confusion for traders who know how to make money in a product, but wonder why the asset managers/banks lay them off.

If they ask too much about your implementation details early in the game, then you have the prerogative in breaking off the talk.

 

[Javier]

Whatever the goal deal is beneficial. I wish the best. Talent is not a thing that you can see everyday and you never know where it could be.

 

[fordewind]

Hi Sharpe you say?

How about this for a high Sharpe?

 

[Robert Morse]

This is never about one metric. This is about finding a market neutral strategy they are not employing right now and providing a compelling case that makes them feel like they are missing out on working with you if they don't offer you employment or a deal. You have to sell your strategy and yourself. They have the capacity to employ you or invest in a new fund and promote the growth of that fund. They have made it clear what they don't want but are open to new strategies they have not thought of.

 

[wintergasp]

Hi Sharpe you say?

How about this for a high Sharpe?

This is over-fitted and wouldnt be traded in a professional environment.

 

[gkishot]

This is over-fitted and wouldnt be traded in a professional environment.

How do you know it's overfitted and what professional models work all the time?

 

[wintergasp]

How do you know it's overfitted and what professional models work all the time?

Cauz' I'm a professional ?

 

[nonlinear5]

How about this for a high Sharpe?

For the short trades, you have 4 trades total. One of them lost $725, and the other three together made $4206. How did you derive the Sharpe ratio of 9088 from that distribution?