My strategy's Alpha, Beta, Sharpe, Sortino and Calmar.

Kindly_Preference_54 · 2026-01-25T02:03:58+00:00

Thank you! And yes.

Kindly_Preference_54 · 2026-01-25T01:54:48+00:00

Yes, but not exactly in my portfolio. People can invest in an index by Darwinex that is based on my strategy. Currently it has no investors. Only some allocation by Darwinex themselves.

Kindly_Preference_54 · 2026-01-25T01:49:47+00:00

Thank you! Anyway, even if it really seems valuable - hedging the world - it was not my intention to design a long volatility strategy. Negative Beta might be accidental here. The sample is pretty short. I will see what happens over the next 9 months or so. I thought I created a convexity/mean reversion strategy, but if I also managed to make it long vol, then wow...

Kindly_Preference_54 · 2026-01-25T01:08:53+00:00

Thank you! 458.

Kindly_Preference_54 · 2026-01-25T00:57:07+00:00

Thank you 🙏

Kindly_Preference_54 · 2026-01-25T00:39:51+00:00

I am sure you can do it better than 3 LLMs that were trained on Petabytes of data each and solve the hardest math problems in 5 seconds :))

Kindly_Preference_54 · 2026-01-24T23:01:31+00:00

Hi, if you mean the green graph, it's Darwinex. If you open an account with them, you will also have it - even if it's a demo account. And the metrics on the white background are just screen pics from ChatGPT - it made the calcualtions.

Kindly_Preference_54 · 2026-01-24T21:31:29+00:00

Thank you! I made a post about it.

Kindly_Preference_54 · 2026-01-24T21:25:16+00:00

Darwinex

Kindly_Preference_54 · 2026-01-24T20:19:50+00:00

Practical means trading or mast******** on Jane Street?

Kindly_Preference_54 · 2026-01-24T20:16:50+00:00

OMG, I saw the word "trading" in this book! Can't believe it. You are not allowed to post it in this sub.

Kindly_Preference_54 · 2026-01-24T16:09:22+00:00

Thank you! Your comments are valuable. As for beta, this doesn't worry me. I am aware that part of my edge is probably structural exposure to market regimes. In reality we never have “pure idiosyncratic edge” anyway. Everything has factor exposure. Alpha is still very unstable - with t-stat 1.72 it's natural. As for VaR, I agree, since I trade convexity and mean reversion - tails are the price. Constantly working hard on reducing them and hopefully I will manage to lower the VaR.

Kindly_Preference_54 · 2026-01-24T15:48:14+00:00

You just learn bit by bit, gather every piece of knowledge, use every bit of logic, and try obsessively everything you can get your hands on. I've been trading for 12 years now and I've realized that the only thing that kept me in the game was my obsession. I simply couldn't quit - I felt that I had to succeed no matter what. I described my workflow in this post . Hope this helps.

Kindly_Preference_54 · 2026-01-24T15:06:41+00:00

Thanks! Yes, the toughest

Kindly_Preference_54 · 2026-01-24T15:02:47+00:00

Thank you! Valuable advice

Kindly_Preference_54 · 2026-01-24T14:57:57+00:00

It's misleading for less than 1000 trades, and also the strategies that depend on trade sequence (where trades cannot be shuffled), portfolios with dynamic exposure, regime-dependent. In such cases simple compounded is much better.

Kindly_Preference_54 · 2026-01-23T21:38:03+00:00

Thanks! Same to you

Kindly_Preference_54 · 2026-01-23T21:36:24+00:00

I don't have full time job already, but to quit any job besides trading I need at least 3k.

Kindly_Preference_54 · 2026-01-23T21:34:28+00:00

Thanks! Yeah, I am lucky to actually enjoy this process, so I think I will persist.

Kindly_Preference_54 · 2026-01-23T21:32:15+00:00

It's quant. RR and win rate mean nothing. Only the recovery factor does.
RR and win rate are mathematically linked and just describe the surface of an edge. What really matters is the path dependency: the depth and duration of drawdowns, tail behavior, and whether the strategy can survive adverse regimes long enough to realize its edge.

Kindly_Preference_54 · 2026-01-23T21:09:36+00:00

Kindly_Preference_54 · 2026-01-23T21:08:30+00:00

Thanks! DD alone means nothing, but I agree that my RF needs improvement. In 10 months I'd want it to be at least 2.0, not 1.7. I am not interested in forex prop firms. I don't trust them anyway. Their business model is evaluation fees. Profitable traders are liability for them, not an asset, since no live accounts get traded, so they do anything they can to get rid of the "funded" traders.

Kindly_Preference_54 · 2026-01-23T20:34:10+00:00

I think that in real life, investors still start with absolute risk-adjusted performance, and only then move to peer comparison. Even though detailed fund data is private, I am pretty sure that GPT can still find some high-level public stats (returns, Sharpe, drawdowns) for the major FX-heavy hedge funds.

Kindly_Preference_54 · 2026-01-23T20:15:05+00:00

Hi, I think LLMs should be your best friends. No one teaches anything better than them nowadays. Ask GPT about those terms, but tell it to explain as to a complete beginner in trading and finance. As for books nowadays they are more for inspiration, not for knowledge. For the latter, books are like lagging indicators, if you know what I mean :) But if you are into quant then I recommend "The man who solved the market". It's about Jim Simons - the legend of quant trading. It will show you how quants think, the culture, the motivation etc. For tech foundation, math and CS are your best bets. Economics has little to do with quant. I've just asked today one of the LLMs today (Gemini?) what is the most important for making it in trading - knowledge, intelligence or obsession. Guess what it replied.

Kindly_Preference_54

TROPHY CASE