What to do with a profitable strategy?

Q

quantprof

I’m hoping to get some advice here about where to go with my trading. I’ll keep this relatively brief. I have been trading profitably for 4 years. Annual returns have been 20%. Max drawdown is 2%. Average holding period is several days. Always market neutral. Most volatility is on the upside, so my Sortino (10) is much higher than my Sharpe (1.8). I cannot lever the strategy further, since I already run into portfolio margin limits on a regular basis. The strategy will scale to the low $10s of millions. It is also relatively easy to reverse engineer if you saw the trades, so it would be easy to make myself unnecessary if I shared the strategy.

I would like to do something more than just trade the small amount of money I have that is not in a 401K. However, I have a FT job that I don’t want to quit, so I’m looking for some outfit to partner with. After some looking around, I have not found any natural fit in my area (Southern California).

So what should I do, folks? How can I find someone who wants to do something with this strategy and not screw me over?
 
ur not going get advice on this forum except smart ass answers, they are like liberals here always attacking Trump.....
 
quantprof said:
I’m hoping to get some advice here about where to go with my trading. I’ll keep this relatively brief. I have been trading profitably for 4 years. Annual returns have been 20%. Max drawdown is 2%. Average holding period is several days. Always market neutral. Most volatility is on the upside, so my Sortino (10) is much higher than my Sharpe (1.8). I cannot lever the strategy further, since I already run into portfolio margin limits on a regular basis. The strategy will scale to the low $10s of millions. It is also relatively easy to reverse engineer if you saw the trades, so it would be easy to make myself unnecessary if I shared the strategy.

I would like to do something more than just trade the small amount of money I have that is not in a 401K. However, I have a FT job that I don’t want to quit, so I’m looking for some outfit to partner with. After some looking around, I have not found any natural fit in my area (Southern California).

So what should I do, folks? How can I find someone who wants to do something with this strategy and not screw me over?
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For starters, can you get any capital into a margin account? You'll have minimum 3x the capital then to trade with.
 
Backer or FO. Make certain you have well-documented results and it helps if you are a "marketplace" city like SFO or LA and realistically don't plan on keeping your day job.
 
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quantprof said:
I’m hoping to get some advice here about where to go with my trading. I’ll keep this relatively brief. I have been trading profitably for 4 years. Annual returns have been 20%. Max drawdown is 2%. Average holding period is several days. Always market neutral. Most volatility is on the upside, so my Sortino (10) is much higher than my Sharpe (1.8). I cannot lever the strategy further, since I already run into portfolio margin limits on a regular basis. The strategy will scale to the low $10s of millions. It is also relatively easy to reverse engineer if you saw the trades, so it would be easy to make myself unnecessary if I shared the strategy.

I would like to do something more than just trade the small amount of money I have that is not in a 401K. However, I have a FT job that I don’t want to quit, so I’m looking for some outfit to partner with. After some looking around, I have not found any natural fit in my area (Southern California).

So what should I do, folks? How can I find someone who wants to do something with this strategy and not screw me over?
More...
I had been in your shoes a long time ago. I would suggest make your own money. When you will make enough, leave jour job, start your own and work for yourself and make money. That’s my subjective. Up to you.
With your partner different thinking, loosing trust, loosing money.
 
ajacobson said:
Backer or FO. Make certain you have well-documented results and it helps if you are a "marketplace" city like SFO or LA and realistically don't plan on keeping your day job.















lA
More...
Sorry, Backer or FO?
 
quantprof said:
I’m hoping to get some advice here about where to go with my trading. I’ll keep this relatively brief. I have been trading profitably for 4 years. Annual returns have been 20%. Max drawdown is 2%. Average holding period is several days. Always market neutral. Most volatility is on the upside, so my Sortino (10) is much higher than my Sharpe (1.8). I cannot lever the strategy further, since I already run into portfolio margin limits on a regular basis. The strategy will scale to the low $10s of millions. It is also relatively easy to reverse engineer if you saw the trades, so it would be easy to make myself unnecessary if I shared the strategy.

I would like to do something more than just trade the small amount of money I have that is not in a 401K. However, I have a FT job that I don’t want to quit, so I’m looking for some outfit to partner with. After some looking around, I have not found any natural fit in my area (Southern California).

So what should I do, folks? How can I find someone who wants to do something with this strategy and not screw me over?
More...


You don't. You keep trading it until you have all the money, or go broke

I bet on the latter happ first
 
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