Price patterns

Sell the highs, buy the lows, take their money, bash their nose.
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euroskeptic
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Post by euroskeptic »

"Maybe Jaffray has pulled one too many caffeine-fueled, double all-nighters."



This makes sense...
intradaybill
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Post by intradaybill »

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

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
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Post by euroskeptic »

Down about 9% YTD. Id this bad news for quants in general?



Performance
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Phantom309
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Post by Phantom309 »

JW = comeback kid.
Brimful of Asha on the 45"
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MCgeneratedname
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Post by MCgeneratedname »

indeed. +20.82% for 2015

His recent performance seems correlated with trend followers Wink but i'm too lazy to confirm this.
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Scotty
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Post by Scotty »

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.”
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