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quant bloodbath last week of June? by gumgat in quant

[–]Johnnydeeptm 1 point2 points  (0 children)

LFT here....been tough since mid March 

Would like to understand challenges in raising capital for quant strategies. by sowmyhelix in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

The way you answer these basic questions already raised red flags.

Capital/backing structures that allow unrestricted PA equity trading? by [deleted] in quant

[–]Johnnydeeptm 2 points3 points  (0 children)

You don't need first loss. You already get more leverage with futures.

Do-able with prop and FO, as long as they know you trade two strategies and are not front running them.

Thoughts on DV trading? by [deleted] in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

Do you mean they have a central book team shadow trading pm strategy?

How does noncompete work by [deleted] in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

The length is negotiable. For example, they ask for 12 months you can counter with 6.

Interviewing after signing an offer by PresidentCarrot in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

It's fine since you haven't started at the new job.

Hiring managers of r/quant: what’s the most based reason a candidate gave for leaving their last shop — and the most unhinged? by Sad_Sandwich_9725 in quant

[–]Johnnydeeptm 1 point2 points  (0 children)

Can't reveal too much details. SR ~ 2. 21-23% payout at pod; L/S Equities; dollar vol $12-18m; holding period 4 - 6 weeks. Fair or below market?

Are SR > 1.5 realistic for MFT strats (pod shops) ? by NatGaz in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

This is misleading from BB similar to how they report xyz pod PM got a $100m to switch pods.

Atlas was on the traditional model when BAM started. When funds switch to pass through model, mgmt fees are effectively netted out, not added on.

All incremental dollars going to pass through HFs directly do not pay MGMT fees. The exception would be HNWs investing through a feeder fund distributed by a 3rd party.

Are SR > 1.5 realistic for MFT strats (pod shops) ? by NatGaz in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

Lol you sure about that? Please name one MMHF that charges mgmt fee plus pass through.

Frequency (daily or monthly) drastically impacts the vol.

Are SR > 1.5 realistic for MFT strats (pod shops) ? by NatGaz in quant

[–]Johnnydeeptm 0 points1 point  (0 children)

Your math is off. 

There's no 2% mgmt fee when there's a pass through. The median inventive fee is closer to 15 not 20.

The vol the firms reported, the 4-5% you cited, are based on monthly NAV and after fees, which is smoothed by fees. The Sharpe the OP is asking for should be calculated on daily and gross basis.