Keith, I would be very interested to know if you find an answer to your question. I also have developed very successful investment strategies, though my returns substantially exceed what you publish. My return (cumulative/uncompounded) in a real money account in the first two months of 2016 is more than 100%.

Here is the link to the theoretical model performance-risk profile

https://docs.google.com/spreadsheets/d/1FmWDsxBQX5YCR-fxWD_j6oL3HiyNKfF34qVEcSMxc_M

If your program really works you should be trading it. There would be no need or motivation to market or sell your model, you would just run the printing press. Illustrations based off of back-tested models are red flags. You even say so (without saying so) on your disclaimer.

If you can produce a trade journal (with trade confirmations), articulate your investment process and risk management system, you might have a shot, but absent those, I don't think your phone will be ringing.

Christopher, I guess it makes sense. I am running my algos, so I have a real money track record.

There are quite a few resources that you can use. Quantopian is one web site that is crowd funded. You can run your strategies there. Other option is to look for a prop trading desk that would hire you. Start with some recruiters. You can have a pitch book with highlights of the strategy, the drawdown, data needed and performance. Good luck!

Run it and not share it . . . greed is the only reason to share a consistently profitable algo.

Does it work across markets ? Have you tested it in the Indian market ? We run a fund called neutrinohedgefund.com ... Get in touch with me on umeshranglani@gmail.com and i would like to know more about what you have

Keith and Sergey. First, I will say I have a lot of experience with your current circumstances.

The biggest obstacle is not about your hypothetical results or even live trading results that your system produces.

It is all about the “fragile ego’s” of the people that you present your data to.

Typically, they assume things that they could not accomplish on their own bank account.

Understand, that when they do not ask how or what you did within your strategy code to

defeat the typical inflated platform results, they just qualified their knowledge of

algorithmic automated strategies to = 0 IMVHO.

My best advice is to continue to developed your strategy and very slowly develop your assets

in order to bring the strategy to its potential and then set back and have a “ real gut laugh”.

all the best

Trading OPM is a headache I'm glad I don't have to deal with. Like James said, develop your assets and laugh all the way to the bank. If the algo is solid it won't take long.

Keith Frifeldt... if you have found a way that you believe will return >50%/year and is actually sustainable going forward (you didn't curve-fit your model to a short period of prior data, only to be let down when it doesn't perform as expected over longer periods of time in the future), then just focus on investing your own money. OPM is a lot of work and you need a team of professionals to back you up to be successful (and a 3+ year real-world track record with lots of documentation and a great story to boot), and you'll end up spending a ton of time doing lots of things other than investing and improving your trading strategies.

Keith Frifeldt... you mention that you have dozens of trading programs that consistently outperform the S&P 500. I'm sorry, but I doubt that. If so, it is likely over a short time window and/or the various flavors of your programs have similar correlation characteristics that worked well for that period. It took me about 3000+ hours of work over a 3 year period to make one single strategy do one task that can sustainably beat the S&P 500 (via volatility = XIV/VXX) going forward, so I would recommend focusing on the one or two best strategies you have and polishing them for prime-time. If they are really game-changers, then you're set for life and you won't even need OPM to make it happen for yourself. Finally, if you truly have secret sauce... what is the point of sharing it with anyone?! Sharing a true-alpha strategy with the outside world guarantees it will get arbitraged away in short order, so protect your secret! Good luck!

I have a crystal ball.

There are plenty of prop firms out there where you can put some money down and leverage the hell out of it. Then you get to keep all the profits and don't have to share. Here are some to check out: Bright Trading, EchoTrade, T3, Maverick, Hold Brothers. There are many more. you can find commentary on a lot of them at elitetrader.com

Thank you for the replies. I appreciate the comments. However, some of these make me believe that I was not clear in my original post.

There are areas of the business that I do not have the necessary expertise. I am not looking to publish or give away my systems. My interest is in developing relationships with individuals and organizations that have the marketing and technical expertise to fully utilize that which I have to offer. I have been a student of the markets since the early ‘90s and had one of the top 1,3 & 5 year trading records during the late ‘90s.

I have probably put in well over 10,000 hours into research and development of my systems. While curve fitting over short time periods is always a risk. Many of these programs listed in my link have been live for several years.

Cheers!

Hi Keith, let's connect and brainstorm. I am currently in Chicago. I will send you a connect request now and then we can get on a conall. Best, Meet