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Overperformance Trading strategies

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 Xuehong Sun, Senior Statistician

 Saturday, April 1, 2017

If you have a strategy that can achieve more than 50% annual return without risk, what kind of communication you can use to attract investors? You know, nowadays, nobody believes in consistent overperformance.


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28 comments on article "Overperformance Trading strategies"

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 Vasily Nekrasov, Senior Risk Analyst and Model Developer at Total Energie Gas GmbH

 Sunday, April 2, 2017



>nobody believes in consistent overperformance.

Indeed! I think the only way to persuade is:

1. Maximum disclosure and exhaustive statistical analysis

(to prove independence of market regime, to show the return's homogeneity and so on - like I did here: https://letyourmoneygrow.com/2016/10/09/einstein-a-star-trader-on-wikifolio-who-can-beat-the-market/)

2. Proven performance on a third party server like FX-Blue (if I were a potential investor, I would first wait for a couple of months, watching your "out-of-sample" results on a third-party server).


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 Xuehong Sun, Senior Statistician

 Sunday, April 2, 2017



Did you get any investors interested?


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 private private,

 Monday, April 3, 2017



Xuehong, strategy/fund tracking record is a good start.


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 Sander Burggraaff, Independent SAS consultant

 Tuesday, April 4, 2017



If you can make 50% annual return without risk, what do you need investors for? Just put your own money in and wait.


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 Simon Lee, Advisory Business Analyst at B-Source SA

 Tuesday, April 4, 2017



A GIPS compliant presentation


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 Michael Stewart, Managing Member at Blue Isle FX Inc

 Tuesday, April 4, 2017



Without Risk? Come on. Probably the stupiest question I've seen in ages.


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 Ying Cui, President at Univest Securities, LLC

 Tuesday, April 4, 2017



show me the result


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 David Bedford, Investment Manager - Registered Commodity Trading Advisor

 Tuesday, April 4, 2017



No investors necessary, if you are that confident - borrow $100k and trade for 10 yrs - result will be over $13 mil. All experienced traders know that theoretical statistical models don't always perform as planned and that fills, capacity, and psychology have a big influence on results. If the strategy is everything that you say it is then you haven't slept in weeks due to excitement and you will have already come up with ways to fund your trading account.


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 Marc Verleysen, founder at TSA-Europe -systematic trading and money management

 Tuesday, April 4, 2017



if your strategy is without risk, why stop at 50 % ?? why not 500 % or 50.000 % ? the sky is the limit !!


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 private private,

 Tuesday, April 4, 2017



Without risk is already a sell.


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 Edward Strafaci, Educator ...Financier

 Tuesday, April 4, 2017



How about an elixir that makes one younger , where can we market that?


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 Xuehong Sun, Senior Statistician

 Tuesday, April 4, 2017



Thank you for the comments. I cannot address all the questions. If you have money, drop me a line and we can talk. In fact, you guys' common sense is correct: If had a million dollar, or I could have patience to wait for five years, I do not need to talk here. When I say risk, I say no matter market goes down or up, I will profit, more or less. Anything has risks: the brokers may mess up your account, government regulation policy (not interest rate ... ) may change, the server may break down when you issue an order, etc. ... Well, did I say above 50% return, Marc?


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 Alf Johansson, Almost full time trader at Fill&Kill Investment - also called Börsapan among my closest friends.

 Tuesday, April 4, 2017



Ooops I don't have that formula, 50% yes, but without risk... pls update me!


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 Xuehong Sun, Senior Statistician

 Tuesday, April 4, 2017



Due to high volume of inquiry, I cannot address one by one. Let's make it simple: if you show me you have ten million dollar, I will show you all the details. You will judge by yourself. If you do not have money, like me, what is the use you believe it or not? Frankly, I do not believe it myself.


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 private private,

 Tuesday, April 4, 2017



If I show 'you I have 10 million dollars' , that is a funny comment .......you IP is valuable and you shouldn't give it up to anyone who mails you thru a bank statement ( with sort codes I guess and other unique personal details ) .......but could you give the group a little more colour .....trend following?, mean reversion , Hfq ? What products , Fx I'm guessing if your worried about government intervention


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 Ralf Niederwahrenbrock, Asset Manager

 Wednesday, April 5, 2017



keep the secret and graze the marketplace !


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 Neil Crossman, Business Transformation Programme Manager

 Wednesday, April 5, 2017



Xuehong, please drop me a quick mail at neil@hcfautomation.com. I think we can help.


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 Keith Frifeldt, President, Frifeldt Investment Counsel

 Wednesday, April 5, 2017



Run. Don't walk. Long Term Capital Mangement at best.


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 Abhinav Gupta, Trading Strategist/ Fund management

 Thursday, April 6, 2017



abhinav@asiaticstock.in


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 Kenneth Kwan, IT Director at m-FINANCE Limited

 Thursday, April 6, 2017



Even robbery has risk :-)


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 private private,

 Thursday, April 6, 2017



I am so surprised after I've read all comments, since I know bunch of traders who achieve 8% and some more monthly, manually trading, and algos with 30% monthly, regularly in the Spot FX industry, but with 25% draw down.


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 Justin Oliver McCarthy, Président - Légal et Financier Européen (We build ETFs... you concentrate on investing)

 Thursday, April 6, 2017



"Without risk"

Ok

It s ounds like your marketing should definitely be aimed at the gullible, the naive and the retarded.

Maybe use a lot of "!!!!", BOLD red underlines every second sentence, photos of hot women on a yacht, and lots of tacky jewelry and stacks of cash in photos.

Do NOT use any complex words (2 sylables max) in your communication documents. Your target audience would get a head ache and lose interest.

I hope that helps.


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 Jet Chen, Financial Trader

 Friday, April 7, 2017



Once your equity is open in the markets. There is RISK. Don't talk like that. Grow up...


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 Avi Messica, Owner at Private Business

 Friday, April 7, 2017



Well.... based on your post it is clear that you are newbie to this field because even semi-pros, let alone pros, would have mentioned few standard metrics (Abdullah Abdalqader mentioned draw-down but there are some more) and specifically if the results are based on back-testing/paper-trading/pilot-trading/full-scale trading. In fact, unless someone provides me with detailed account of transactions carried out over at least 12 months to prove his/her claim then I would assume that she/he has nothing.

Cheers :-)


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 private private,

 Friday, April 7, 2017



I believe you. Thousands wouldn't.


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 Vincent Li, 2017 MBA, MS Finance

 Saturday, April 8, 2017



very true. I'd demonstrate a sample run in addition to providing historical performance data. The results speak well enough for themselves.


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 private private,

 Sunday, April 9, 2017



Getting any return without risk? You are kidding urself and insulting everyone else.


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 Skóbel Arkadiusz, Co-Founder & CEO Athena Investments Dom Maklerski S A.

 Thursday, April 13, 2017



This is a group for professionals. Additionally you are a statistician. Thus you should use professional tools measuring the quality of your strategy, for example slope and r2 of the equity curve. Anyway every strategy with expected rate of return higher than risk-free rate of return is connected with additional risk. We offer very good asset management solutions but always this is a question of good relation between risk and return and not deleting the risk completely.

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