Presenting Quantitative Strategy

P

pistolpt

When presenting a quantitative strategy to fellow colleagues, your boss, or other sophisticated investors who need details, does anyone know of a blueprint to follow?

Obviously I'll start on a background of the instruments & market traded, methods used for devising the system, as well as backtests and any other relevant live performance data.

Just wondered if anyone knew of anything online as a good guide or that presented material themselves.

Thanks.
 
Quote from pistolpt:

When presenting a quantitative strategy to fellow colleagues, your boss, or other sophisticated investors who need details, does anyone know of a blueprint to follow?

Obviously I'll start on a background of the instruments & market traded, methods used for devising the system, as well as backtests and any other relevant live performance data.

Just wondered if anyone knew of anything online as a good guide or that presented material themselves.

Thanks.
More...

No matter how sophisticated outside investors requires registration, or you can take it to a website that'll track your live performance.
 
Quote from pistolpt:

When presenting a quantitative strategy to fellow colleagues, your boss, or other sophisticated investors who need details, does anyone know of a blueprint to follow?

Obviously I'll start on a background of the instruments & market traded, methods used for devising the system, as well as backtests and any other relevant live performance data.

Just wondered if anyone knew of anything online as a good guide or that presented material themselves.

Thanks.
More...

Just ask them where they have kept their money and explain what the good news is.

Quantitative is not a good standard; the approach takes very little of the market's offer.

You best and simplest chart is how, over time, you methods have asymptotically approached the market's offer.

Also, you can guarantee whatever they have realized before. Use a contract where they fill in these amounts and then, silently, you get to keep the rest.

Do another simple chart of the multiple of the ATR you are making once you have concluded they are not going to take the deal. This chart allows you to find the greedier people to recommend to other competitors. These are the guys who will always be calling you to find out how they are doing and why they don't get more and more.

Also get a 3D printer so they have stuff to carry on their yellow pads.
 
Quote from jack hershey:

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Also get a 3D printer so they have stuff to carry on their yellow pads.
More...

While you have the 3D printer, be sure to tell them you can grow new organs using stem cells with it, and explain how that will be a much greater potential proposition selling in the new options on futures for human organs market than any of your strategies could ever profit!

If you really have a robust system, hedging this new market should be easy for you!

I recommend buying 5 September 12 Kidney futures at $50,000 per contract and 200 call options on those for a fiftieth the size of the contracts value! It costs $200,000 for all of those futures call options, and if you corner this new market the profit could be infinite!

(This is probably the only way ObamaCare and socialized medicine will ever work. However, laws currently prohibit the use of stem cells to do this. Talk to your Congressman now! Tell him you want to trade options on futures for human organs today).
 
This can be a tough one from personal experience. It really depends a lot on the persons' backgrounds you are talking to. Knowing their backgrounds and potentially their limitations is key.

For instances, some years ago I had a boss who was an old-school TA type trader. If you didn't put your concepts into a framework and terminology he'd understand, you'd lose him very quickly and the project got canned.

This is no value judgement - it's just what it is. It can be very hard to explain your methods if there's simply no common basis when it comes to how certain elements are implemented in detail and why your methods may be better (despite having evidence that suggests so).
 
Quote from hoppla:

This can be a tough one from personal experience. It really depends a lot on the persons' backgrounds you are talking to. Knowing their backgrounds and potentially their limitations is key.

For instances, some years ago I had a boss who was an old-school TA type trader. If you didn't put your concepts into a framework and terminology he'd understand, you'd lose him very quickly and the project got canned.

This is no value judgement - it's just what it is. It can be very hard to explain your methods if there's simply no common basis when it comes to how certain elements are implemented in detail and why your methods may be better (despite having evidence that suggests so).
More...

It's all about the backtest, and the experience some have analyzing them.
 
you could include risk factors and risk management, compare your hypothetical results to appropriate benchmarks, show the correlations, include your biography
 
Quote from antaram:

you could include risk factors and risk management, compare your hypothetical results to appropriate benchmarks, show the correlations, include your biography
More...

Show them that the market dictates a specific mathematics.

Show how in this brand of math, there is no probability involved. The probability is always 100%.

Go a step further and explain how this 100% probability eleminants any need for backtesting since each event in a market is 100% certain in Boolean algebra.

Finally, show them that your system runs in parallel with the full market offer and you use a defined strategy (See Larry Harris as the authority) called parasitic front running of big money.

The best feature of any presentation is the moment when they ask you what variables there are in the contract. Offer them three:

1. You guarantee what they are going to get if they check off that box.

2. Have them fill in the % they get per annum maximum. It has to just exceed your competition's specified available offers.

3. Have them fill in the fee as a percent of final value of the account they pay you per annum.

4. They commit to never making any withdrawals. And you provide them with the 100% collateralizable value of the account.
 
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