Fully automated Portfolio trading system looking for partner.

Sun Light said:
That's is what I keep on hearing. So i tried different other combinations on a mini scale, but it did not works as a system expected or mixed results. All these small systems never felt me confident that it can work long time in varying market. Finally I realized that instead building a system that i can trade as individual and prove track record, I need to build something that is tradable at a Fund level and see if that works.
This i am running about 2 years and good results as i would like it to see. I run it with IB api on simulation. Some signals I do take in my personal Real trading accounts which has ok results.

But strength of the system comes from numbers (+350 instruments about holdings at a time), risk distribution, Risk management, many other things that i can not explain here. I can not take 350+ unique positions in my personal account.

It is not signal generation system. But at portfolio level trading. I am just not looking for capital, but unique complementary skills too. May be some already established small/medium size funds in equity trading may be....I don't know.
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What is the minimum amount of capital needed to trade the portfolio of strategies?
 
fan27 said:
What is the minimum amount of capital needed to trade the portfolio of strategies?
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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 management. I would like to see it goes as a listed fund and get proper accounting, audit etc.to have the results to compare with other funds.

Maximum it should be able to take in Billions. Though I have never tested that scaling. But Just looking at the top holdings from time to time, I imagine that should be ok.
 
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Sun Light said:
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 management. I would like to see it goes as a listed fund and get proper accounting, audit etc.to have the results to compare with other funds.

Maximum it should be able to take in Billions. Though I have never tested that scaling. But Just looking at the top holdings from time to time, I imagine that should be ok.
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One of the problems you will run into with finding funding is, from what you described, your strategies are not back testable. Absent of that, funders will want to see that track record and or pedigree of the person they are investing in. You do not have that. So what is going to be your pitch? That you ran some strategies in SIM mode for a couple of years? As others have mentioned, we see it all the time on this site. Someone comes around looking for funding without putting in the work of actually trading first. You might find someone willing to put up $500k and partner with you if you are really good at networking or have connections...however, these sort of partnerships usually happens when the trader has experience trading real money.
 
@Sun Light, why can’t you run at smaller share sizes, so instead of buying 100 shares, buy 10 shares? Obviously the transaction costs will be too much but at least you can claim verifiable real money performance.
 
qlai said:
@Sun Light, why can’t you run at smaller share sizes, so instead of buying 100 shares, buy 10 shares? Obviously the transaction costs will be too much but at least you can claim verifiable real money performance.
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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.
 
fan27 said:
from what you described, your strategies are not back testable.
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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 included in pitch? Yes they can be. It can not be shared on public forum though. but I will once again say the same thing, the strength does not come from back tested results.
 
Sun Light said:
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 included in pitch? Yes they can be. It can not be shared on public forum though. but I will once again say the same thing, the strength does not come from back tested results.
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can you show equity curve here?
 
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