Risk Pre-Market Trend Odds: 1% The current odds that equities, fixed, commodities and currencies will move and trend together today. Live odds are here. Updated every 30 minutes from the European open thru 14:00 pm ct.
November Performance of Real Time Advisory Service Annual: +21.8% Max DD: -3.5% Sharpe: 4.8 Profitable: 13 of last 13 months I am always looking for new clients for the Advisory service. It has been traded with $40m and scales easily into the $200m range. An overview is here. We’re good, innovative and friendly – no reason Read more about November Performance of Real Time Advisory Service[…]
How to independently verify any quant-based system without using or disclosing any proprietary information One of the biggest problems for prop shops, firms and hedge funds is independently verifying the results of quant-based systems and portfolio managers. Firms need to verify to invest but developers and pm’s don’t want to divulge their proprietary algorithms, their Read more about How to Independently Verify a Quant System #idea #alphastreamverification[…]
Strategy Performance Risk Adjusted, Out-of-Sample Annual: +24.9% Max DD: -3.5% Sharpe: 5.7 Profitable: 12 of last 12 months I am looking for a new home for this strategy. It has been traded with $40m and scales easily into the $200m range. Inquiries and referrals appreciated. A Strategy overview is here, –h Henry Carstens 503-701-5741 carstens@verticalsolutions.com
Epidemic Math Population of Liberia, Guinea and Sierra Leone is about 21,000,000 There have been 6500 Ebola cases Reachingh 0.03% of the population In poorest Africa Since March 2014 –h
I’m looking for a home for my quant strategy. It has been traded with $40,000,000 over the last 7 months but needs to grow. Out-of-sample results for last 11 months are: Annual return: +24.8% Max DD: -2.6% Sharpe: 5.6 Strategy primarily trades Bonds, Bunds, SP, Stoxx futures and is scalable to $200 million without worrying too Read more about Strategy, +24.8%, -2.6% MDD, Sharpe 5.6, Looking for Home[…]
Vertical Solutions Forecast Performance thru August 2014 (out-of-sample ) Annualized un-leveraged return: +16.3% Max intraday drawdown: -4.3% Sharpe Ratio: 3.4 Profitable 11 of last 11 months (see Monthly Returns, below) Monthly Returns In October of 2013 we developed some really nice Overbought/Oversold math that helps maximize expectation and minimize risk. This math, called Read more about August P&L[…]
Vertical Solutions Forecast P&L’s for March and Since Inception Quick Summary +1.4% March Current rate of return: +17.5% un-leveraged Profitable 6 of last 6 months, profitable 9 of last 10 months Drawdowns continue to be minimal In October 2013, we developed an algorithm called Edge which has improved our results Vertical Solutions Forecast, March 2012 – Read more about March and Since Inception P&Ls[…]
In an increasingly ADD world, I wonder if patience isn’t it’s own edge, –h
Forecast, Quick P&L’s, February and To-Date Quick Summary Annual rate of return: +17.6% (un-leveraged) In October 2013, we developed an algorithm called Edge which helps us quantify the opportunity in a trade Since the development of Edge, the rate of return of the Forecast has risen to +17.6% per year and our trade-by-trade standard dev has Read more about Forecast, Quick P&L’s – Feb and To Date[…]