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jslade


Total Posts: 1148
Joined: Feb 2007
 
Posted: 2014-01-25 23:43
@vt100 (nice user icon): it hasn't been working the last few years: volatility is too low. That's why he hired me I guess. Still, he hasn't been losing much either, and when he hits a run like 2008-2009, the returns are spectacular.

"Learning, n. The kind of ignorance distinguishing the studious."

euroskeptic


Total Posts: 77
Joined: Mar 2013
 
Posted: 2014-01-26 13:15
For @vt100: "jslade, do you have any insight as to how the Ed Seykota thing managed to work the last few years (if it has) whereas Winton/Bluetrend/Aspect/etc. have been losing money?"

Did these funds use turtle techniques? Is ED Seykota still trading? I was trying to replicate the results of a system I found here but I have not been able to do it. It looks like a good system for diversification provided of course that it works as claimed. Do you think it might be related to the turtle system?

jslade


Total Posts: 1148
Joined: Feb 2007
 
Posted: 2014-01-26 21:04
Euroskeptic: you have to go back to where I said, "my client uses stuff like Ed Seykota." He isn't Ed Seykota, but they know each other. I guess what he does is a bit like Turtle stuff in the sense that it is trend following, but it's certainly not Turtle stuff.

Ed's advice.

"Learning, n. The kind of ignorance distinguishing the studious."

euroskeptic


Total Posts: 77
Joined: Mar 2013
 
Posted: 2014-05-15 13:37
Why is QIM doing so bad this year? Do you think their edge no longer works?

HankScorpio


Total Posts: 477
Joined: Mar 2007
 
Posted: 2014-05-15 14:50
Maybe Jaffray has pulled one too many caffeine-fueled, double all-nighters.

euroskeptic


Total Posts: 77
Joined: Mar 2013
 
Posted: 2014-05-18 16:43
"Maybe Jaffray has pulled one too many caffeine-fueled, double all-nighters."

This makes sense...

intradaybill


Total Posts: 110
Joined: Mar 2008
 
Posted: 2014-08-03 18:00

QIM down 6.35% this year. Is this the end of quant trading or QIM related?


amateur


Total Posts: 147
Joined: Mar 2010
 
Posted: 2014-08-08 02:03

Final figures are in...

The Quantitative Global Program returned -0.75% net-of-fees in July and is -7.05% year-to-date.

The Quantitative Tactical Aggressive Fund returned an estimated +2.64% net-of-fees in July and is -5.46% year-to-date.


“unnecessary complex models should not be preferred to simpler ones. However . . . more complex models always fit the data better”

euroskeptic


Total Posts: 77
Joined: Mar 2013
 
Posted: 2014-11-23 15:11
Down about 9% YTD. Id this bad news for quants in general?

Performance

Phantom309


Total Posts: 134
Joined: Jul 2013
 
Posted: 2016-01-15 04:00
JW = comeback kid.

Brimful of Asha on the 45"

MCgeneratedname


Total Posts: 143
Joined: Dec 2013
 
Posted: 2016-01-15 05:40
indeed. +20.82% for 2015
His recent performance seems correlated with trend followers Wink but i'm too lazy to confirm this.

Scotty


Total Posts: 726
Joined: Jun 2004
 
Posted: 2016-01-18 01:32
It's possible (likely) he has been managing a lot less money...

“Whatever you do, or dream you can, begin it. Boldness has genius and power and magic in it.”

Igor


Total Posts: 11
Joined: Nov 2014
 
Posted: 2018-11-13 20:39
+60% in 2017, -46% in 2018 through September. JW runs quite the vol.

https://www.bloomberg.com/news/articles/2018-10-11/qim-tactical-fund-s-46-plunge-puts-it-on-track-for-worst-year

"..tempus casumque in omnibus"
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