holy grail for sale

Quote from bwolinsky:

... I've tried to hawk my pairs trading method and still am for $8.5 million.
What makes your system worth $8.5M?

And if somebody with a trading account of $8.6M bought your system, how long would it take him to recoup the cost of your system with a starting account of only $100,000?
 
Quote from kut2k2:

What makes your system worth $8.5M?

And if somebody with a trading account of $8.6M bought your system, how long would it take him to recoup the cost of your system with a starting account of only $100,000?

At 3x this would take 3-5 years.

At 5x, less than 2.

For the 2x, about 6-8 years.

The assumption was for insititutional assets at max lot size in NASDAQ E-minis.
 
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