Dec 17, 2018

Audited Sharpe Ratio of 3+

kumarraghu - Certified Professional
kumarraghu
Senior Chimp HF
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Hi,

I traded spot FX from 2006-2008 and US and International Equities from 2008-2016, during which time I built up an impressive track record with a Sharpe Ratio of above 3 the entire time with almost no losing months.

I also co-founded a successful retail stock brokerage during that time.

You might be wondering: why did I stop trading? Because it was too stressful to manage my own money while running a retail brokerage as well, so I stopped trading 2 years ago.

I recently resigned from the retail brokerage in order to pursue trading full-time by joining an existing HFT Firm/Hedge Fund. If you're a hiring manager from an HFT firm or a HF, I would love to talk to you!

Cheers!

Keywords
HFT
Region
United States - West
United States - Midwest
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3 Comments
 
WSO Monkey Bot - Certified Professional
The Addict O
7y

kumarraghu, shame nobody has responded. Maybe one of these topics will help:

  • What's your opinion about HFT- High Frequency Trading? represent Brad Katsuyama as the hero of the financial markets. How good is HFT for the markets? Does it ... provides liquidity or does it have more negative effects? HFT ...
  • AMA: I worked as a CTO at prop-shop doing high frequency trading (HFT) high-frequency trading, executing several different strategies. Nowadays, I started my own consulting firm and ... building low latency trading systems for HFT strategies. I led the software development to do ... working on opening my own quant shop. Ask me anything! AMA hft algo quant HFT to Sunday, November 4, 2018- ...
  • Traders Sharpe Ratio Trader A has a Sharpe ratio of X, how would I know if that is below or above average? What is a good ... have experience with Equities, Futures or Currencies as well as high Sharpe Ratios" What do they ... mean by high Sharpe ratio and how would a trader calculate it? Thank You, ...
  • The Future of HFT/Algo Trading stepping in somehow on high frequency trading. Personally, IDK how I feel about that. On one hand, it would ... regulation/ restriction into HFT? ...
  • Multi-Manager Sharpe Ratios What is a sort of Sharpe ratio is the typical PM at a multi-manager able to realize? And what type ... of Sharpe is required to stick around? Say for something scalable. ...
  • Sharpe Ratios for various PE and VC strategies? looking for the Sharpe ratios of:-US LBO funds-US VC funds-US growth equity funds I have found all US PE ... produce figures up to date??? private equity VC sharpe ratio ... Does anyone know where to find a long term, up to date list of these stats? Specifically I am ...
  • Heard of these high-frequency trading firms? high frequency ... Has anyone heard of: Sun Trading Knight Capital Bracebridge Capital EWT Hudson River Trading IMC ... Chicago? What do you think about these firms in terms of pay, prestige etc? Also what do you guys think ...
  • More suggestions...

Fingers crossed that one of those helps you.

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kumarraghu - Certified Professional
Senior Chimp HF
7y

My guess is, people have a hard time believing someone when the guy says he maintained a profitable porffolio with a Sharpe of above 3, so here's an article which details my trading past (a bit)

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Anonymous Monkey's picture
Anonymous Monkey Chimp ?
7y

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