Forums  > Trading  > Looking to partner with other small independent systematic traders  
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Total Posts: 6
Joined: Aug 2010
Posted: 2023-01-26 17:29
Not sure if anyone still reads the new messages here with all the spam but taking a shot. For the last 10+ years I have been running a small fund focused primarily on US and Japanese equity trading with some commodity futures trading as well. The fund has done well (~4 sharpe, 10% net annualized returns to investors (20% gross)), but the strategies we run tend to be very capacity constrained. We have a solid internally built low latency trading system and infrastructure. It's defensive in nature, not going to compete for the same alphas as the big shops with big budgets, but it can pick up the scraps.

Wondering if there are any other small traders or groups out there that aren't really a fit for the big shops due to capacity limits for their strategies that would be interested in either finding cost or other operational synergies, or simply utilizing our trading capital and infrastructure while remaining independent in return for a share of the profits generated.


Total Posts: 2
Joined: Feb 2023
Posted: 2023-02-04 14:46
Just sent you an email.

I'm also looking for other independent systematic traders.

I've developed a fairly decent ML driven systematic strategy engine and strategy development platform that automatically generates (discovers) 2.0 to 2.7 Sharpe ratio market neutral strategy designs with fairly long position holding periods (8+ hours) and excellent design diversity.

My risk models do a decent job of identifying the strategies most tolerant to regime change and least affected by over-fitting. Given enough compute for each futures market I can generate a few hundred uncorrelated strategy designs for Sharpe > 2.2 that pass all the risk criteria and reliably provide predictable out-of-sample results.

2022 had a high rate of regime change which is now mean-reverting to more manageable rate-of-regime-change levels.

Capacity should easily scale to $10 billion.

My main challenge is assembling a software engineering team to help me complete and manage the full infrastructure and to safeguard the business's integrity so we can comfortably raise all the AUM we need on good terms.

I've received a few offers of > $10m in investment AUM which I will not accept until I have a quality team committed to the right goals and I've completed the real time infrastructure.


Total Posts: 2
Joined: Dec 2022
Posted: 2023-02-13 03:55
I am very interested in this forum. give me lots of useful information. help me a lot. contexto game
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