Posts by NameBack

Quote:Originally Posted by dopey Does your model account for the fact that for quite some time now the Indian G-sec curve has been inverted at 5y-10y (a spread of around 10 basis on an average), which reflects that the market is...

Quote:Originally Posted by CYstyle I'd like to see it How has the fund been doing in real time trading Shoot me your email in pm. too large a file to send by pm. The fund has returned 10% in four months of live trading, beating...

Quote:Originally Posted by SkinnyGoomba I assume the same, Anywho, looks like the pre market is happy. Is this going to turn into another choppy year? starting to look that way!

Quote:Originally Posted by merkur Where did you get the year's worth of stock price data to backtest your algo's? Did you have to pay for it? Nope. We just used publicly available EOD data. We only open and close positions at market...

Anyone who would like a copy of our pitchbook is welcome to it. We appreciate any feedback, and of course it never hurts to have it out there circulating to more people who might be interested in giving us some cash.

Quote:Originally Posted by CunningSmeagol That is stunning if true. Care to share what market inefficiency you're exploiting or is that proprietary (or already covered in the thread)? The natural question is what expertise or...

Quote:Originally Posted by SkinnyGoomba I was actually a bit surprised that you would use any individual stocks for this. Was it just impossible to find those betas in ETF's? Cs makes a good point, it's worth while to see what the...

Quote:Originally Posted by CunningSmeagol How do you know you're not just being compensated for risk? You're supposed to get high returns with high-beta stocks. As an investor, I would be more interested in the beta of your fund,...

Quote:Originally Posted by SkinnyGoomba I don't know the history of all of those stocks, I do know XOM and DOW's history's pretty well, but how well does the program handle unexpected events like bankruptcy or something like an oil...

Quote:Originally Posted by SkinnyGoomba How did you come about those particular companies? Several are ETFs we're familiar with already, and as to the individual companies, we got some recommendations for volatile stocks, and we...