Welcome to my online repository of research and insights on automated trading system development
Several CTAs or fund managers offer a standard version of their fund, along with a leveraged version (called enhanced risk, 2x or 3x fund, etc.). However a simple performance comparison of the leveraged option against the standard option usually makes it obvious that the former does not offer a simple performance multiplier of latter. I […]
Entries Tagged as 'fees'
ALGODEAL: new horizons for retail quant traders?
March 31st, 2010 · 17 Comments · Backtest, Software
Recently came across ALGODEAL, which aims to provide us, quant traders, a platform to backtest and implement live automated trading strategies, as well as access to institutional money. This appears to be a promising development in the world of retail quant traders. Quant Fund Management meets Crowd-Sourcing In an adaptation of the web 2.0 model, […]
What place for the small fish in the big trading pond?
February 22nd, 2010 · 1 Comment · Strategies
Being a small trader and “taking on” the big funds such as Winton Capital or Renaissance Technologies can seem as arduous as climbing the Everest. You might think: “What chance do I have to even come close to these guys and their army of PhDs? I might just send them a cheque to manage my […]
Tags: diversification·etc·etf·fees·lumber·oanda·spread-betting
Are wizards really worth their fees?
October 27th, 2009 · 2 Comments · Strategies, Trend Following
You know the concept: you have some Cash saved up, you give it to one of the Trend Following Wizards, they give you a very decent return over the long run and take their share of the cake in return for it: EVERYBODY’s HAPPY! Or are they you?… Let’s explore the impact of fees charged […]
Tags: fees·Trend Following
