What is this guy doing?

globalarbtrader

globalarbtrader

I can't reproduce the account curve here, but if you have a FS loging you can see it:

https://fundseeder.com/trading_account/17211

Five years of trading without a single monthly loss. A scam? Selling options? HFT?

Account size 157,453
Annualized Return105.59%
FS Score86
Annualized Volatility11.94%
Maximum Drawdown2.97%
Daily GPR9.48
Sharpe Ratio8.84
Sortino Ratio/√230.94
Monthly GPRNA (never made a monthly loss)
MAR35.53
Expected Shortfall-0.45%
Skewness23.21
Kurtosis717.52
CALMAR39.15
VAR-0.16%
Daily Mean Return0.28%
Daily Standard Deviation0.74%


GAT
 
I have attended quite a few trading courses before.
Most of them had similar fantastic results.
Only those coaches who were professional traders didn't show
their results.

There are also thousands of trading coaches in this world who also
show outstanding results.
 
Sorry cannot help you in your original question but do you know how exactly the Drawdown is calculated ?
It looks like it doesn't show you the drawdown from open positions only at the close.
 
topdog said:
Sorry cannot help you in your original question but do you know how exactly the Drawdown is calculated ?
It looks like it doesn't show you the drawdown from open positions only at the close of position.
More...

It's drawdown on mark to market p&l.

GAT
 
maxinger said:
I have attended quite a few trading courses before.
Most of them had similar fantastic results.
Only those coaches who were professional traders didn't show
their results.

There are also thousands of trading coaches in this world who also
show outstanding results.
More...

If it was a trading coach I wouldn't have blinked twice. But FS numbers are supposed to come from the broker and hence be hard to fiddle. Also this guy is anonymous and not selling courses...

GAT
 
globalarbtrader said:
I can't reproduce the account curve here, but if you have a FS loging you can see it:

https://fundseeder.com/trading_account/17211

Five years of trading without a single monthly loss. A scam? Selling options? HFT?

Account size 157,453
Annualized Return105.59%
FS Score86
Annualized Volatility11.94%
Maximum Drawdown2.97%
Daily GPR9.48
Sharpe Ratio8.84
Sortino Ratio/√230.94
Monthly GPRNA (never made a monthly loss)
MAR35.53
Expected Shortfall-0.45%
Skewness23.21
Kurtosis717.52
CALMAR39.15
VAR-0.16%
Daily Mean Return0.28%
Daily Standard Deviation0.74%


GAT
More...

selling options wouldn’t present that type of curve.

but given his size (he started at like 2k) he probably found some incredible capacity constrained arb and pounded it. He’s probably going to see lower returns in the future.
 
newwurldmn said:
selling options wouldn’t present that type of curve.

but given his size (he started at like 2k) he probably found some incredible capacity constrained arb and pounded it. He’s probably going to see lower returns in the future.
More...

He has had an average account size of 150k for four years and his best ever month was late last year. It's probably capacity constrained as he keeps withdrawing to keep down to that level, but still...

GAT
 
globalarbtrader said:
I can't reproduce the account curve here, but if you have a FS loging you can see it:

https://fundseeder.com/trading_account/17211

Five years of trading without a single monthly loss. A scam? Selling options? HFT?

Account size 157,453
Annualized Return105.59%
FS Score86
Annualized Volatility11.94%
Maximum Drawdown2.97%
Daily GPR9.48
Sharpe Ratio8.84
Sortino Ratio/√230.94
Monthly GPRNA (never made a monthly loss)
MAR35.53
Expected Shortfall-0.45%
Skewness23.21
Kurtosis717.52
CALMAR39.15
VAR-0.16%
Daily Mean Return0.28%
Daily Standard Deviation0.74%


GAT
More...

Do you know which asset classes he trades?
From just looking at the numbers he might be either a spreader or a prop trader (mid freq. market making in low liquidity products such as INR/USD forwards or momentum trading low floaters).
His account size is really small so he just has not hit the ceiling for his style.

I would not be too impressed tbh.
If he was working for a firm, he'd be still under water asuming a 100k/y paycheck.

Those numbers would be impressive if he had 10m+ AUM or if the numbers were quarterly. I know prop traders who hit these figures on a monthly basis. Benchmark would be "show green on 4 out of 5 days and never hit max loss"

IMO you just measuring a good trader with the tools that are used to measure a good fund manager...which is not optimal

EDIT: Just in case he's trading crypto: Simple cash and carry.
 
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