November Performance of Real Time Advisory Service

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 a Quant System #idea #alphastreamverification

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[…]

[Saturday Ideas] How Does a Quant Practice? #idea

Lacrosse fall season started last night and I got a note from son’s mom: Son is best player on field! Son has worked and practiced hard over the last year, I am proud and happy for him. I get a second note from mom: Son signed up for wrong league, playing against kids 2 grade levels Read more about [Saturday Ideas] How Does a Quant Practice? #idea[…]

Trend Following with Mean Reversion #idea

Trend Following with Mean Reversion Keep a list of markets that are trending (however one likes to define trending) Use a favorite reversion strategy to buy/sell pullbacks from the trend That way you will be trading in direction of the trend, but perhaps using a strategy with a bigger edge – because now you are trading Read more about Trend Following with Mean Reversion #idea[…]

September P&L

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