in my eyes the must impotent factor is Sharpe witch at you see in the photo is good.
what do you think is the must important factor
I will also factoring at what is max DD, CAGR,how old is the system, what is the average win n loss. I am also considering how smooth is the curve, capital requirements, margin ,correlation with my other strategies, subscription fee and what is the volatility if add that strategy into my portfolio. I want to make sure, I am comfortable by adding that new strategy.
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My strategy “Tempus Fugit” will be soon 6 months old and has a Sharpe of 14 for now.
However, the strategy is still young and I really focus on keeping such good statistics in the future.
We must wait after 1 year time to evaluate these numbers again !
Sharpe 19 and Max dd 5% .
Hi @London_Trading, what happened to Vix Arb since July 11? It seems all straight uphill until then (virtually no drawdowns! amazing), but then you started acquiring subscribers. After a few flat days, Vix Arb’s been in drawdown ever since. Did the markets change so much that day? Looking at your trading record I see that these are really amazingly short trades, a few minutes holding time each. Perhaps there’s a significant difference between the wonderful trades you can make when it’s all theoretical limit orders and what happens when the same trades are placed but the result reported is from actual trade fills made in real accounts? Perhaps even significant enough to turn a 19 Sharpe strategy into a losing proposition? I don’t know any of Vix Arb’s details of course, I personally have never subscribed to such a strategy, nor developed one, nor believe that I could compete against the real HFT groups effectively on my own. Best of luck to you and your subscribers, I do wish you success and a happy drawdown exit and return to your Sharpe 19 in the future.
What’s your point man. The guy’s is giving you a nice equity curve and a Sharpe of 19. So, the trades are the bid-ask spread or something of that kind. Nobody’s perfect. Think about it. You’re gonna have lots of imaginary money in your bank account if you follow those kind of strategies, you could buy an imaginary Ferrari, imaginary house and get a beautiful imaginary trophy wife. As Zuckerberg said (in reference to Elon Musk pointing out the dangers in AI), “why those people are so negative”.
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90% population of developers on this forum is imaginary. No money (no TOS, no subscription to other strategies) and this population is talking non-stop and giving advices. And developers of best strategies stay in shadows.Go figure.
Ah, thank you @GalBarak (briefly responding while driving my imaginary Ferrari home). It’s all much clearer, I feel happier now. Nice car does help with my imagined problems; I’ll reinstitute my subscription right away.
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AlexanderG has document how to pick up strategy. Document is fine, rules are huge improvement over not rules/clue scenario. But I have one addition as rule no 1.
“Never trade strategy of developer who is above average active on forum.”
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I am TOS and call IB ask them how can you get the graphs its just if you work on money
