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Re: [RT] EL Wave / Voodoo



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Unfortunately there is no [you know who;] track record since 86, 
since the company started in 93, this trading strategy even later, 
Mark.

Nevertheless the rega track record is impressive, the idea of being 
only short gamma is still a bit strange, just like always being long 
equities only.
In the end trading volatility to me is like everything else still buy 
low sell high and the other way around - sell high, wait to expiry 
and gain theta doesn't sound very flexible.

I guess this (track record's) trading strategy is part discretionary, 
part mechanical?

Soeren

--- In realtraders@xxxx, "Research Dept." <research@xxxx> wrote:
> Hello soeren,
> 
> yea  but  since  1986?  come on thats worth something right.. how 
many
> people  have  outperformed  the  sp500  every  year  since  86   not
> hypothetically?
> 
> ssgd> How about a fund with hundreds of millions of dollars, a 
Kelly of .93 
> ssgd> instead of fairly good .39 and about 3.5 times the return for 
the 
> ssgd> last 12 month? audited of course.
> 
> ssgd> Hmm... maybe buying and selling gamma isn't such a bad idea 
after 
> ssgd> all ;) (though the jet is still missing I have to admit ;)
> 
> ssgd> Soeren
> 
> 
> 
> 
> -- 
> Best regards,
>  Research                            mailto:research@x...


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