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Quote:Originally Posted by indesertum congratulations! Thanks! We're pretty excited about it. We of course are pursuing many other leads at the same time, including a mid-size prime brokerage (Lazard Capital Markets) that will also...

Morgan Stanley has agreed to do capital introduction for us, on the condition that we use them as our prime brokerage if they get us a big client. Apparently today they're talking to a client of theirs who has a $340m account with them...

So we did 2.5% for the last two weeks in April (our first two weeks with the revised algorithm). Pretty happy with that given what a choppy trade it's been this months.

While there's certainly good advice for individuals in this thread, the problem remains that if enough people followed that advice, then we'd suddenly have a bunch of unemployed and underemployed science, health, and education grads. The...

Quote:Originally Posted by Sir Humphrey Appleby What was the correlation coefficient? Our 3-year beta for the backtesting is 0.47

Quote:Originally Posted by ppllzz oob error--does this mean you guys are using randomforest? why not boosted trees there are multiple machine learning strategies that list OOB

Quote:Originally Posted by SkinnyGoomba Ugh, more of the same bouncing around as 2011 part 2 continues.

Quote:Originally Posted by Sir Humphrey Appleby Thanks for the email, is there any chance you could post the annual returns for each year you've backtested and the correlation coefficient against market performance? Might be a bit...

Sorry for the delay in getting back to some of you with pitchbooks -- but thanks for the interest, everyone! And remember, please forward our information along to any high-net-worth folks you know who might be interested in our fund....

Thanks for all the interest, guys. Everyone who's received the pitchbook: please feel free to pass it along to any rich folks you know. Anyway, just a brief update today. Since implementing the improved system on Monday, we have...