Where can I go for funding?

[Slow Learning Elf]

About 10 years
By strategy metrics do you mean performance KPIs of the strategy eg r/r, Sortino etc
ie portfolio KPIs

Or, do you mean metrics unique to the Strategy?
I've my own metrics unique to the Strategy but each one is a vast topic in itself

For example, "BiBeta" is a unique metric
Within the Strategy, it measures the contrast between the Beta[bull] of vol & the underlying during bullish periods vs the Beta [bear] during Bearish periods, and there's beta [neutral].

See, often "experts" refer simply to the beta between 2 instruments but it's fallacy, or is inadequate for strategic purposes.

Sharpe/Sortino, as well as total contract turnover

 

[Hookway]

Sharpe/Sortino, as well as total contract turnover

2.5:1 historically, over the last few years, its improving and lately is high

Contracts turnover varies a lot, atm its about 35 roundturns pm (but I'd have done that in the last week), I'm very picky about my exposure.

And a few Sp500 etc

 

[El Trado]

Hi All,

Attached are my results, I have achieved similar live trades for years.
But what can I do about funding?
I've looked into the BS prop funding and they're glorified scams.

There ought to be a funding solution, please let me know of one

You are clearly in the 3F-bracket (friends, fools and family). And with 12 trades, not even that.

However, I have been on the same track as you. Started out getting good results over a long period, talked with a few potential investors to back me with a few grand each, and slowly built from there over the last 4-5 years with good results each year.

That way I have built a track-record, and can attain larger and larger investors. However, I have still not started approached the "big investors" yet. But I am getting closer.

I still have my job (I do algotrading, so no need sitting and watching the screen all day). But I probably could quit it within not too long. But I am not going to do so for another while. I am focusing on building a longer and better track-record.

That's what you should focus on as well. Build slowly and steadily. 12 trades haven't proved anything, and for any investor that isn't your mother, I think that is a very hard sell. You haven't shown that you can psychologically handle the trades that go against you. You haven't really traded in much of a challenging market.

So wasting time trying to get "real" investors at this time is just that; wasting time. Spend that time building a track-record and proving that you can handle a variety of markets.

 

[Slow Learning Elf]

2.5:1 historically, over the last few years, its improving and lately is high

Contracts turnover varies a lot, atm its about 35 roundturns pm (but I'd have done that in the last week), I'm very picky about my exposure.

Sharpe of 2.5 is reasonable (though Sortino of 1 is kinda low). It’s the low turnover that would scare me.

If it’s systemic, have you thought of approaching a PM team at some prop shop? What’s your background?