system two

system two
start-up thinking in the enterprise

Saturday, 19 September 2009

Wobbly bridges, marching bands, traffic jams and 21st centruy marxism....3

End of the first week of trails and I'm glad to say - everything seems to be going well. All trades behaving normally and my outsourced company in India (who act as my equivalent of a real hedge fund DMA system - they actually place the trades) being excellent - as usual.

Spent friday working on finalising plans to roll the first layer of the system out to 2 new markets. In theory - increases average yield from 5 to 15 points a day (whatever pips you make (or lose) - multiply that by the size of the bet - and that's how much you make (or lose) in real $$$ each day).

Each layer will trade 5 different individual markets:

3 forex (Dollar / pound, Yen / Dollar, Aust. dollar / Yen)
1 commodity (Light crude)
1 Index (Dow)

Aim is to have 5 layers in place within a year. At that rate, I should (in theory) average 125 pips a day (the more layers I put in, the safer my averages and the better my sharpe ratio).

At £100 a point at full tilt (£100k pot) - that should bring in around £3m a year for whichever charities ask for the long of course, as my thinking is right...

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