June 26, 2009 Signals

June 26, 2009 Signals

Update to Performance:

Performance

Performance

BA is in a significant drawdown, there was negative news flow in the name. I have been taking and actually recommend a discretionary approach which mixes a systematic edge with some element of discretion. However measuring the skill of a discretionary trader in this approach is somewhat difficult and the approach I have chosen is to compare out of sample performance between a discretionary book and a mechanical approach. So far discretion is running well, especially the volatility trading  (I have been scaling long VXX and actively scalp around the core positions). I completely understand that the results posted and comparisons are not apple to apples but in light of a better way this is the approach I will utilize.

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~ by largecaptrader on June 29, 2009.

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