What is this guy doing?

Discussion in 'Educational Resources' started by globalarbtrader, Feb 15, 2021.

  1. I can't reproduce the account curve here, but if you have a FS loging you can see it:

    https://fundseeder.com/trading_account/17211

    Five years of trading without a single monthly loss. A scam? Selling options? HFT?

    Account size 157,453
    Annualized Return105.59%
    FS Score86
    Annualized Volatility11.94%
    Maximum Drawdown2.97%
    Daily GPR9.48
    Sharpe Ratio8.84
    Sortino Ratio/√230.94
    Monthly GPRNA (never made a monthly loss)
    MAR35.53
    Expected Shortfall-0.45%
    Skewness23.21
    Kurtosis717.52
    CALMAR39.15
    VAR-0.16%
    Daily Mean Return0.28%
    Daily Standard Deviation0.74%


    GAT
     
  2. maxinger

    maxinger

    I have attended quite a few trading courses before.
    Most of them had similar fantastic results.
    Only those coaches who were professional traders didn't show
    their results.

    There are also thousands of trading coaches in this world who also
    show outstanding results.
     
    murray t turtle likes this.
  3. topdog

    topdog

    Sorry cannot help you in your original question but do you know how exactly the Drawdown is calculated ?
    It looks like it doesn't show you the drawdown from open positions only at the close.
     
  4. It's drawdown on mark to market p&l.

    GAT
     
  5. topdog

    topdog

    So you may don't know the real risk the system is carrying while in positions.
     
  6. Well no: the drawdown will include losses on open positions.

    GAT
     
  7. If it was a trading coach I wouldn't have blinked twice. But FS numbers are supposed to come from the broker and hence be hard to fiddle. Also this guy is anonymous and not selling courses...

    GAT
     
    Nobert likes this.
  8. newwurldmn

    newwurldmn

    selling options wouldn’t present that type of curve.

    but given his size (he started at like 2k) he probably found some incredible capacity constrained arb and pounded it. He’s probably going to see lower returns in the future.
     
    murray t turtle likes this.
  9. He has had an average account size of 150k for four years and his best ever month was late last year. It's probably capacity constrained as he keeps withdrawing to keep down to that level, but still...

    GAT
     
    tommcginnis likes this.
  10. MrMuppet

    MrMuppet

    Do you know which asset classes he trades?
    From just looking at the numbers he might be either a spreader or a prop trader (mid freq. market making in low liquidity products such as INR/USD forwards or momentum trading low floaters).
    His account size is really small so he just has not hit the ceiling for his style.

    I would not be too impressed tbh.
    If he was working for a firm, he'd be still under water asuming a 100k/y paycheck.

    Those numbers would be impressive if he had 10m+ AUM or if the numbers were quarterly. I know prop traders who hit these figures on a monthly basis. Benchmark would be "show green on 4 out of 5 days and never hit max loss"

    IMO you just measuring a good trader with the tools that are used to measure a good fund manager...which is not optimal

    EDIT: Just in case he's trading crypto: Simple cash and carry.
     
    Last edited: Feb 15, 2021
    #10     Feb 15, 2021
    murray t turtle and Axon like this.