@greenlander00 Like v low freq, maybe a handful just depends, but none on that machine above haha is a 1943 replica of a WW2 english codebreaking computer Collusus, is in a museum
New trading set up, wasn't cheap, struggling to connect to the IBKR API though, don't think Jane Street or XTX has this sort of firepower yet, they better watch the fck out in the order book
@Vladimi72981101@SowingAlphaSeed nah no delta hedging, don't really want to disclose too much more tbh, too many smart people out there looking for edge haha
@SowingAlphaSeed About 78% in tbills and EU front end cash equiv, then few hundred option positions, but is multiple strategies in the one book, mix of quant and desc, running about just under 4 sharpe at the moment
@SowingAlphaSeed interesting, are you trying to hedge out some of the japan factor exposure? understand the valuation/corp governance story and have some exposure myself, but wouldn't want an systemic event unique to japan causing a material dd
+24.35% for Q3 and now +711% YTD, was a hard tape and daily sharpe took a hit now 3.74 ytd and sortino 6.41 ytd. Decent drawdown mid way through the Q but was able to turn things back around. Still plenty of edge out there to be had.
@orrdavid definitely wasn't without its set backs either, in like 77' peterffy lost like 50% of his capital in one day when he accidently went net short OTM calls on Dupont right before it ripped on him, was like 10 years of accumulated capital or something i think he lost