Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

1. Author graphed his daily returns which should give you a handle on his volatility. He also stated his max drawdown was $2k.

2. Author has stated elsewhere than he began with $10k in seed capital.

3. The "bullish" market you cite increased only about %70 in that timeframe while the author's returns were multiples of that number.

4. Author walked away from a _previously successful_ strategy that no longer produced profits. His montlhy returns went to nearly zero so he stopped.

Edited to fix numbers.



1. I cannot get even a remote sense for the nature of his risk exposure from looking at his daily returns. 2. ok. 3. The point here is that a systematic bias in his algorithm will expose his trading strategy to the good graces of market fortune (luck) regardless of whether he trades a million, billion or once a day. The source of the bias is irrelevant. 4. did not see where he said that but that very much confirms 'timing' / which in this case I interpret as luck as being at least a contributing factor.




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: