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  1. PHOENIX TRADING's 2013 Prophet and Loss Journal

    Phoenix, can you share more about your "new strategy" performance? Return, max DD, Sharpe?
    Post by: macintash, Jan 13, 2013 in forum: Journals

  2. VIX fly / spread journal

    Everyone is short march, so maybe its time to go long march...
    Post by: macintash, Jan 10, 2013 in forum: Journals

  3. VIX fly / spread journal

    Don’t have exact formula, and I don’t expect it to be a 100% hedge.
    Post by: macintash, Jan 10, 2013 in forum: Journals

  4. VIX fly / spread journal

    Rallymode, what do you think about my experiment, a J/F/M fly hedged by short vxx?
    Post by: macintash, Jan 10, 2013 in forum: Journals

  5. VIX fly / spread journal

    I am experimenting the following. Shorted feb/mar for 1.57, bought mar/apr for .72 (.85 fly). In addition I have shorted 100 vxx for each fly for...
    Post by: macintash, Jan 10, 2013 in forum: Journals

  6. Can I keep my Sharpe ratio higher then 3 for a second year??

    Got it. What seems to be usually the case is, that any high Sharpe strategy (at least the good ones..) come with some capital constrained issue....
    Post by: macintash, Jan 8, 2013 in forum: Journals

  7. Can I keep my Sharpe ratio higher then 3 for a second year??

    Whats the annual return and max daily DD for the sharpe 4.2?
    Post by: macintash, Jan 8, 2013 in forum: Journals

  8. Can I keep my Sharpe ratio higher then 3 for a second year??

    Good. Sharpe of 3.7 and max daily DD of 3.4% is very good, I like that. What do you expect for this year? Also how much was your % return for the...
    Post by: macintash, Jan 8, 2013 in forum: Journals

  9. Can I keep my Sharpe ratio higher then 3 for a second year??

    I am done with this subject. I think I have explained well how I manage/plan to manage risk, let’s go back to Sharpe. Anyone with high Sharpe...
    Post by: macintash, Jan 8, 2013 in forum: Journals

  10. Can I keep my Sharpe ratio higher then 3 for a second year??

    I hope this will be my last answer on this topic. Number 1 I do not sell premium, period.. Number 2, I agree that the fact that I currently have...
    Post by: macintash, Jan 8, 2013 in forum: Journals

  11. Can I keep my Sharpe ratio higher then 3 for a second year??

    Since so many people here mention premium selling that has high Sharpe ratio, let me respond. Selling premium would have a high "monthly Sharpe"...
    Post by: macintash, Jan 8, 2013 in forum: Journals

  12. Can I keep my Sharpe ratio higher then 3 for a second year??

    I think you explained it well. Your approach is market correlated, focus is not risk adjusted returns, so any threads about Sharpe ratio should...
    Post by: macintash, Jan 7, 2013 in forum: Journals

  13. Can I keep my Sharpe ratio higher then 3 for a second year??

    Let’s make a deal, you post your equity curve and what strategy you are doing and I will explain you the point of the thread. Fair enough?
    Post by: macintash, Jan 7, 2013 in forum: Journals

  14. Can I keep my Sharpe ratio higher then 3 for a second year??

    Here you go... As sellingvol66 suggested maybe you post your equity curve and what “you” are doing…:(
    Post by: macintash, Jan 7, 2013 in forum: Journals

  15. Can I keep my Sharpe ratio higher then 3 for a second year??

    I will post my 2012 equity curve this week, however I am sure those people claiming Sharpe higher then 3 is not possible (because blah blah...
    Post by: macintash, Jan 7, 2013 in forum: Journals

  16. Trader P/L 2013

    My goal for 2013 is a Sharpe of 3+. Also to find s couple of new strategies/edges
    Post by: macintash, Jan 7, 2013 in forum: Journals

  17. Trader P/L 2012

    Got it. Looking forward
    Post by: macintash, Jan 3, 2013 in forum: Journals

  18. Can I keep my Sharpe ratio higher then 3 for a second year??

    Well said. It seems there are some things we actually do agree... Good job last year, looking forward this year.
    Post by: macintash, Jan 3, 2013 in forum: Journals

  19. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    The DD risk in LJM was easily noticeable in its first 4 years of existence. -36% in 98, -18% in 99, -34% in 2000, -24% in 01, -46% in 02, almost...
    Post by: macintash, Jan 3, 2013 in forum: Journals

  20. Can I keep my Sharpe ratio higher then 4 for the rest of the year?

    No, I never went into details about my strategy here, it was probably someone here that speculated that I am short vol. Anyone that was short vol,...
    Post by: macintash, Jan 3, 2013 in forum: Journals
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