Looking for Investors in my systematic trading strategy

[supremegizmo]

Hello all,

I am looking for investors to invest in my mt4 strategy which is running live since June 2011 . Short description
100% systematic model based on AI & Technical Analysis
Trades on 1HR
Detailed Backtest reports available
Backtest 1 year
OOSample test 18months
Live since June 11 and performing as expected.
Net returns in OOS for 2 years approx 20% per year.

Investors can monitor through mt4 investor login or live statement uploaded through
mt4live website.

I am also considering the legal part of agreement with my advisors. Send me an e-mail if you are HNI.



regards
SG

 

[Martinghoul]

I don't want to rain on your parade, my friend, but this is just not investable, IMHO.

 

[supremegizmo]

Martinhoul I am surprised by your reply, can you explain me your reasoning behind it please?

The returns above are unleveraged ! with a sharpe above 2.

I have not mentioned other core stats which may make you biased. But statistically the system takes around 1000 trades a year producing net 2000 ticks after comms for last 3 years. That is more than enough for me to believe my intraday system is robust.

 

[anley]

It's probably got to do with the length of the backtest + no real-money statements.

Most people in this game say they can make money but most of them can't back it up with a real-time track record.

Get the track record of at least 2 years and then you've got a chance.

Don't take it personally, it's the same for everyone, including me. No real-time statements, no real chance......

 

[supremegizmo]

It's probably got to do with the length of the backtest + no real-money statements.

Most people in this game say they can make money but most of them can't back it up with a real-time track record.

Get the track record of at least 2 years and then you've got a chance.

Don't take it personally, it's the same for everyone, including me. No real-time statements, no real chance......

Anley,

I agree, but most of the systems out their have backtested results. However I have 1 year backtest and 18 months out of sample test.

I spoke to couple of HF's and they are happy with 6-12 months of live results and so working on it.

My first post says "investors can monitor live trades to mt4live statements" so eventually I am preparing my investors to monitor my live trades for the next 6-12 months.. so they can monitor this every day,week or monthly basis

 

[supremegizmo]

It's probably got to do with the length of the backtest + no real-money statements.

Most people in this game say they can make money but most of them can't back it up with a real-time track record.

Get the track record of at least 2 years and then you've got a chance.

Don't take it personally, it's the same for everyone, including me. No real-time statements, no real chance......

Anley btw are you systematic trader and looking for investors aswell?

 

[Martinghoul]

Martinhoul I am surprised by your reply, can you explain me your reasoning behind it please?

The returns above are unleveraged ! with a sharpe above 2.

I have not mentioned other core stats which may make you biased. But statistically the system takes around 1000 trades a year producing net 2000 ticks after comms for last 3 years. That is more than enough for me to believe my intraday system is robust.

Sure thing, sg... I don't belileve the backtest that you describe is anywhere near robust enough (too short and need to see what out-of-sample period was used). So I would suggest to you that, yes, it may be a good starting point, but no more than that. Moreover, regardless of the robustness of the backtest, I would be very skeptical about a "system" that has been running live for only a month and yet is already deemed to be fit for an outside investor. Finally, as you say, there's a whole lot of other questions that need to be answered before one has any degree of confidence in the setup.

 

[Pazienza]

Martinhoul I am surprised by your reply, can you explain me your reasoning behind it please?

Simple - back-testing means next to nothing in this context.

Get some independently-verified live data before looking for investors.

I don't wish to sound harsh, that's just the way I see it.

 

[Hotch]

My personal view is that backtested data is useful IFF it is backed up my forward testing, and by that I mean if you do a 10000 trades backtest, and you do a 1000 trade live test, both curves need to look similar, then I consider the backtesting to be pseudo validated, not simply that they're both profitable, personally I have to show that it is representative of live results. Will post backtesting results on my journal if it's not too embarrassing , probably be a good lesson though.

 

[supremegizmo]

My personal view is that backtested data is useful IFF it is backed up my forward testing, and by that I mean if you do a 10000 trades backtest, and you do a 1000 trade live test, both curves need to look similar, then I consider the backtesting to be pseudo validated, not simply that they're both profitable, personally I have to show that it is representative of live results. Will post backtesting results on my journal if it's not too embarrassing , probably be a good lesson though.

Hotch,

The curves are similar . Forward testing is testing on a data which is new or in other words the system is not familiar. Similarly the out of sample data taken from period 08/2009 to 05/2011 has similar curves and consistent monthly return.

I have attached the out of sample stats. I am not bothered if I get investors or not, but its good that I am getting feedback of what market participants think

 

[anley]

I spoke to couple of HF's and they are happy with 6-12 months of live results and so working on it.

What are you doing wasting your time on this board then?

Go work for the Hedge Fund(s). They'll probably give you a decent slug of money to manage + salary + bonus.

PS. No I'm not a systematic trader nor am I looking for money to manage.

 

[Martinghoul]

I have attached the out of sample stats. I am not bothered if I get investors or not, but its good that I am getting feedback of what market participants think

sg, in terms of feedback, I think there might be a very old thread where I discuss a wholee bunch of criteria that people who look at these sorts of things evaluate. It may be helpful to you.

 

[supremegizmo]

What are you doing wasting your time on this board then?

Go work for the Hedge Fund(s). They'll probably give you a decent slug of money to manage + salary + bonus.

PS. No I'm not a systematic trader nor am I looking for money to manage.

on my way my friend

 

[Hotch]

Maybe I should of put live testing as opposed to forward. I do agree with your method and do it myself, but I'd still not be comfortable before live testing it.

Also Martinghoul, any idea what this thread was called?

 

[Martinghoul]

Maybe I should of put live testing as opposed to forward. I do agree with your method and do it myself, but I'd still not be comfortable before live testing it.

Also Martinghoul, any idea what this thread was called?

Hotch, just found it... It's this one: http://www.trade2win.com/boards/for...d-capital-support-stable-profitable-ea-2.html

It's actually not too detailed, but more like food for thought.

 

[Hotch]

Cheers!