I am open to having one or two partners who specialize in discretionary trading but I need to see longer track record that covers the Covid crash. This is because I need more data to tell whether there is statistical significance.
I came across your post and wanted to share my live trading strategy, which has been backtested since 2008. Below is a brief summary of the three systems I've developed and actively maintained: Strategy A – High-Growth, Medium-Risk Algorithm (Used to trade my own money) Annualized Return (Average): 107.83% Max balance Drawdown: 57% Avg balance Drawdown: 23% Consistency: Profitable in 15 of 18 years Sharpe Estimate: >2 (based on high return-to-risk ratio and smooth long-term curve) (Live Track Record since December 2023) Strategy B – Moderate-Growth, Lower-Risk System (Used to trade on Darwinex Zero) Annualized Return (Average): 24.38% Max balance Drawdown: 9.7% (balance) Approach: Lower volatility, focused on capital preservation with steady gains Sharpe Estimate: Around 2 (Live Track Record since April 2024 (same strategy as Strategy A with smaller Lots size and a custom stop out at 55%) Strategy C – Conservative, Low-Drawdown (Used to trade on Prop Firms) Annualized Return (Average): 6.44% Max balance Drawdown: 4% Avg balance Drawdown: 2.3% Sharpe Estimate: Close to 2 (due to low volatility) (Live Track Record no) (same strategy as Strategy A with even smaller Lots size and custom criteria not to exced 5% daily DD) Strategy A has the most aggressive profile and has proven resilient through crises including the 2008 financial crisis and the Covid crash, with full-year data available. I believe one or more of these strategies could complement your portfolio depending on your target volatility and growth profile. I’d be happy to share verified Myfxbook access or statements upon request. Best regards, Giannis Christopoulos
Thanks for everyone's attention. I have received a few interesting proposals. As for the requirement of sharpe ratio > 2 for live-trading track record, it is important to me because I am giving away 5-10% of my fund's equity. For low-frequency strategies, simulation results are also acceptable as long as there are enough number of trades to reach statistical significance.
your fund is only 350k. what incentive does someone have when allocated between 35k and 17.5k? that's a daily sneeze
As I mentioned as above: Besides the shell of a hedge fund and existing investors, I actually have a working strategy with a Sharpe Ratio of around 2.2 and its capacity is very large. I have been using this strategy in production since NOV 2024 but I only allocate 20-30% of my capital to this strategy, which is why the YTD PL% is ~5%. Two of my investors have $10B+ of capital. If we can build a good track record for another 6 months, we should be able to receive more capital.
why wouldn’t you put all your capital into it? It’s a sharpe of 2.2. You doing better elsewhere? and why do you put a range of 20-30percent? Are you trying to obfuscate that you have between 1-1.5mm? why did you advertise the return on your total assets and not the fund in the OP? why are your initial investors only given you 350k if they have 10bn? They would know that 350k is not enough to prove a strategy works and scales.
I assign 20-30% of position to this strategy to control the draw down. They provided $100K to test it out and minimize their risk. If it works, they will invest more. If it does not work, there is no point of investing more than that.
Yes there are different setups with their pros and cons. I'm specialized in Portable Alpha centric portfolio management. I research, design and develop systematic/statistical trading models (quantiative) that I use in my portfolio management.