Remote Traders With Live Track Record Seeks Backing/Prop Firms

Sorry, didn't notice you edited. Yes, I remember I mentioned earlier post that volatility are extremely important for this approach. For your info, not all market works. I tested on Hang Seng, DJIA, and Nikkei before. It just couldn't work out. I still trying to figure where has gone wrong.

I have run it live on Crude Oil, Brent Crude, Natural Gas and Germany Dax so far.
 
Sorry, didn't notice you edited. Yes, I remember I mentioned earlier post that volatility are extremely important for this approach. For your info, not all market works. I tested on Hang Seng, DJIA, and Nikkei before. It just couldn't work out. I still trying to figure where has gone wrong.
Is the idea that you are serving as a quasi-layoff counterparty for their skew risk or is it the opposite, you trade the same direction?
 
Is the idea that you are serving as a quasi-layoff counterparty for their skew risk or is it the opposite, you trade the same direction?

You're an intelligent person. Whole idea on alpha is similar to when we hedge certain notes. If you can replicate and dynamic hedge in vanilla universe, this means you can use the swap idea in exchanges market.
 
What is the sharpe ratio for your live trading track record?

I have daily statement, but these figures are based on monthly with 5% Risk-Free.

Sharpe Ratio: 0.557734075
Std Dev : 0.022232818
Average: 0.0124

Sortino Ratio: 2.77773519
Downside Risk: 0.004104063
 
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