Systematic Trading research and development, with a flavour of Trend Following
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Entries Tagged as 'fees'

How to apply Leverage?

April 20th, 2010 · 13 Comments · Money Management

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 […]

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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, […]

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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 […]

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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 […]

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