I happened to find this LJM performance summary from the end of 2007....
Oh, and I should add... if he does manage to shoot 65 or less every time he plays Pebble Beach, then he should get ready to be a super star. Nike...
No, if you read carefully, the two criticisms can be easily merged: - Sharpe is a very flawed measure of skill (or attractiveness of...
Perhaps it's all just a coincidence, then, that trading superstars all seem to fear public scrutiny and "becoming an employee".
True, so you can use Sortino as an alternative if you'd prefer. But from everything I've seen, Sharpe and Sortino are closely correlated with...
The financial rewards of managing OPM is obvious (it's free upside leverage: increase your gains without affecting downside), which is not to say...
I'm not going to debate your "intent", as the time and effort needed to audit your records isnt worth the ego boost I get from winning an Internet...
I don't think you can blame the rest of us for not being aware of your performance. What I think is amazing, is that the people who can...
Just my 2 cents... Sharpe ratio is meaningless from a manager evaluation point of view, (especially on a short time frame) without a deep...
If the ICE makes one simple decision, they'll get at least part of my business: open up trading between 8:15 AM - 10:30 AM EST, avoiding the...
Of course every investors high water mark is calculated separately. This is so obviously common sense.
Floor traders have always cheated, which is exactly why there are so many rules about trading on the pit. Electronic trading eliminates a lot of...
Haha I wish. No one will pay to read an interview with me. I'll settle for an investment from his fund... :). Up in the air.
I've had the opportunity to talk at length with Jack in recent weeks (he's working as a portfolio manager on a soon to launch FoF). I don't know...
CL dropped $10 in a single day last May, which caused BlueGold to lose a ton of money... but the move last year was very gradual/measured, no...
Yes, I believe the answer is lease = assignment. Don't hesitate to reach out to the CME directly to ask; they have staff which will...
Heh, I'm kind of embarrassed to admit this... but no, I never went through with it. I got the initial paperwork done, but they had a few...
Instead of buying a dedicated laptop + UPS... I'd suggest you look into a collocated solution. If not a dedicated server, then something like...
OH MY HOLY. Why didn't I know this existed!?
I use it, specifically for the built-in RFQ support. My other chosen front end doesn't support Globex RFQ, unfortunately. What's your...
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