Limits

Unless your brain is smaller than a peanut, my apologies for this to most part of my readers but I do have my own particular reasons for using the expression, you will realize that the only limits for a professional trader are capital and market liquidity (kne..). As of right now, personally I did not bother to test my skills, strategies/algorithms in there where professional CTA`s are with AUM -  http://www.managedfutures.com/top_cta_rankings.aspx  - a thing that requires a few minor adjustments to the current strategy witch, due to the same limits mentioned above would only work up to a few million dollars, larger capital than that might bite to deep in to the liquidity pool of an instrument. However at some point in the future, I will also provide in this blog a simulation of my algorithms performance achieved with a very large AUM - just like the CTA page shows - using Ninjatrader simulator and later maybe even think to get in to business. (hence the title of this blog ;) ) 

As of right now I must specify that the 80% part of my strategy that I`ve actually achieved back in 2011-2012 would have also been enough to win the game however the latest 20% part is absolutely brilliant at overcoming all its small drawbacks and such all the circuits are closed. Of course for the moment I need some more tests, that`s buying and selling when nobody understands anything which is what I am currently doing, stress tests. Implementing the latest 20% meant going on the path of asset management as both the possible performance and assumed risk have dropped considerably and while right now I do not expect stunning performance like 250%/ year I still expect up to 60% which is quite good considering the fact that with all the strategy circuits closed if you put your money in the bank is not safer than if I play with them. Of course I only play with my own personal cash now so I can say and do whatever I want here, do not take anything here as investment advice or trading lessons or whatever, I am not a licensed trading adviser.