<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: Yaakovgeneral thinking doesn't apply.I will only ask one question: Do the shorting candidates include stocks in the top 20% of the S&P 500?I told you general thinking doesn't apply. I don't know what's 20% of S&P and our algos do...

<t>QuoteOriginally posted by: farmerQuoteOriginally posted by: YaakovI set up a small quant hedge fund that trades ALL SHORT with a Sortino >12 (rarely goes down). The problem is the return is only about 10%QuoteOriginally posted by: YaakovAll the time. Daytime, overnight, months long positions.If y...

I am able to deposit that money. Can you suggest firm names?

All the time. Daytime, overnight, months long positions.

<t>This IS a prop firm. I have another fund that has a lot more AUM, and theoretically, it could lend to the other fund, but then you have to adjust Offering Memorandum saying it can trade AND LEND, which isn't a part of strategy and is going to scare investors off.Unfortunately, leveraged ETFs isn'...

<t>I set up a small quant hedge fund that trades ALL SHORT with a Sortino >12 (rarely goes down). The problem is the return is only about 10% (could have bought a junk bond for that matter . I need to leverage it 20:1, and will still have enough economic capital left, but it's a Reg T account, so 4:...

And what exactly does that formula describe? Share some knowledge.Y.

<t>QuoteOriginally posted by: pdaley2the other question (besides what type of listings you are trading and where) is hwat size you are trading at the open? Do you know the %ADV you are attempting to trade at the open? It can have a significant impact.If that was the problem, it would have shown that...

<t>I am running a quant hedge fund, and i use a lot of market on open orders, which i execute with a MKT+OPG qualifier. However, my broker often fails to deliver me the official price, which is shown on finance.yahoo or google. The logs are also showing a delay in execution anywhere from 1 to 6 seco...

<t>Most trading in the market is done long, and when stocks rise people feel calmer, that's why vix goes down. And the opposite, when stocks drop, the VIX rises indicating investors' fear. VIX essentially measures the public fear and uncertainty. Besides, watch it tomorrow as Fed announces its decis...

You are trying to move the wrong percentage. Try moving the alcohol percentage instead of interest rate percentage.

I believe you add some ale to wine, brandy, or whiskey it'd screw the whole thing together with the price ))

Alright, ready for the right answer? To determine the duration you can just take the derivative of asset's present value with respect to interest rate percentage. Vodka's duration turns to be negative, because as you increase the percentage, the value of the asset increases. Enjoy! ))

Come on, you have to back up your answer. Why do you think it's positive?

A simple quant problem from Russian Wall Street. What sign does vodka's duration have?Y.