Proving that a Variant Perception Strategy Works...

I think it would be very beneficial for your business if you showed 1-5 years of certified, audited trades on just the s&p 500, especially with such an innovative, powerful system. The rate of return is what lures customers in. Just trying to help.

I'm open to new ideas, but it better yield more than what I've come up with or I won't waste much time on it.

Sounds like you've just started the business and it would be difficult to have much of a track record though. Still would be nice to see some numbers even if they were not certified.
 
Quote from m4a1:

i got this from the link you posted. with all due respect, isn't this exactly how Julian Robertson blew up his fund?

"Big Idea #1: Clifford Asness is a quant. A 39-year old who, last I checked, was pushing $13.5 billion around in market in ‘05. His wildly successful hedge fund AQR Capital is built on two insights that seem contradictory : “Cheap assets outperform expensive assets more than they should” and “Momentum portfolios work better than they should.”

Now Asness, like most with an edge, tends to be pretty secretive, but I’ve got a few quant friends in that world and I understand, in general, what he does. He sorts stocks (or whatever assets he’s trading) into deciles from cheap to expensive, and he buys when stocks in the cheap decile group trigger a momentum buy; he then shorts roughly an equal amount of stocks in the expensive decile group as they trigger a momentum sells and rides this market neutral portfolio. His personal cut for doing this runs $25-50 million a year."
More...

Asness' methods are not so obvious, from what I know.
 
Quote from FightTheFuture:



I'm open to new ideas, but it better yield more than what I've come up with or I won't waste much time on it.
More...

Hey Fight:


I don't' like nor do I use mechanical trading systems, what I do is isolate techncial events in a market that betray a high level of variant perception and a lot of fellow traders use my analysis (as I do) to enhance their risk-reward and win-ratios.

So, if you take your current methods (whatever they may be) and APPLY them in the specific market contexts -- which I'll flag going forward in a one-year period as exceptional trading opportunities -- I'm 99% confident that subset of trades WILL outperform your existing trades.

On the other hand, if you are in that 1% group, using my analysis as a filter or adjunct may not improve your margins.

Good trading...
 
Noise,


I enjoyed reading the Noise Trader Manifesto and the recent blog posts.

As someone who frequently find himself in the "Lost" tribe,
I especially liked this idea:

"...what is obvious (easy to notice, easy to read) in a market, is
often unreliable and dangerous".





Steve

=========================
http://www.TradePerformance.com



"The wisest mind has something yet to learn"
George Santayana
 
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