Martingales are something like RS<3 and LA<1
After taking a second look, I think you are absolutely right about that one. WSS has 200k+ equity, and underlying strategy has humongous returns…
I think it is a discretionary portfolio because every darwin was bought for different reasons.
Glad to know that WSS has a very high equity but for example OOA has only 600 .
The only thing shared by all the darwins is return > 50%
HCP guys post reads like they were trying to establish a hedge fund or something like that. Even though HCP has 100 equity, this guy invested a huge amount there… Maybe the investor personally knows some of the darwin providers…
Think to CWT , there is no way to find it with filters.
CWT is investable only if you consider that the trader is the same than ERQ .
So the common feature could be: known traders.
Equity and VAR matter, honesty and transparency of the trader matter even more but they are not easy to quantify.
what i dont really understand is the reasson to have the same strategy on 2 different darwins wss and wsj
I think one has a different underlying risk profile.
Because the trader didin’t know what worked better, he went live with both settings.
This is the reason why traders have to lead the way with THEIR money!
Actually both have really large underlying equity. Largest 2 amounts of equities among all darwins belong to WSS and WAJ. So I doubt that.
Same past does not mean same future.
CavaliereVerde's live portfolio
Try to compare the first part of LVS BDR and NTR, it is the same, recent part is different and Darwina’s correlation has a lookback of only one month.
How do you know that? We can see exact traders equity in API?
Not really. But in the API, you can filter by any amount. In normal interface, you can’t filter by more than 10k equity, that limit isn’t enforced in the API.
So I filtered all possibilities.
Thats kind of the same. Can we do that in the program you uploaded? I dont remember and I am not in that computer right now.
It would be very usefull indeed to filter by more exact traders equity indeed.
I think Darwinex didn’t intend to allow this through the api. I compiled a list of all Darwins, their equity, and their VaR, and posted here Advanced Darwin Filtering Tool.
Though I redacted equities larger than 10k
Happy upcoming new year everyone! Best wishes.
Here are a few interesting Darwins I have found that are worth taking a second look at.
- IFS -> Worth taking a look at Equity * Var
- XSD -> Gold trading, bad MC score, but other than that worth considering
- ECB -> Quite high equity, but also very high Var. Worrisome risk profile
- OCO -> Stock trading, a much needed asset class Darwin. Too low EX, gotta keep an eye on. Quite high equity and quite high Var.
- AKO-> Another darwin that trades stocks somewhat. Quite nice Equity * Var. Not too low EX, gotta keep an eye on.
- TKT -> 10k equity, 5% Var. Also a scalper. Maybe worth allocating a small amount.
- XBT -> Another with quite high equity and high Var. Gotta keep an eye on.
- JXT -> Stock trader (DAX). Low EX, but decent equity and Var. Gotta keep an eye on.
Recent (not so recent) changes to portfolio -> Bought 1000 UEI -> Very nice equity * Var. Plan to Change ERQ 2000 to ERQ 1000, NTI 1000. I am still keeping 1000 OCD, despite -27% or so state. Very glad that LVS is recovering.
Very interested in whether CLA can recover or not.
You have to consider that we don’t know the wealth of people, so we don’t know the significance of that equity at risk.
Years of trackrecord are always significant, time is the same for everyone.
Gotta keep that in mind.
Nice. Keep posting your finds especially the high equity x var ones. I must be honest though that seeing all those pretty results with an EX<10 (on most of them) I dont know if thats good for me I must restrain myself at times lol
I am currently looking at STP and SKV for what is worth…
(also, how can I post the darwin link as you do above?)
edit: test done