Systematic Trading: Low volatility systems no guarantee to avoid "Risk of Ruin" - YouTube

The engineer who sold his house to start trading futures

Clear Outperformance - Explanations: New Zealand based MS Capital has managed client assets since Nov. 98, except from Nov. 07 to May 09 when the firm had no external assets. The proprietary trading returned after applying a pro forma 2% management and 20% performance fee: 2008: 98.56% | 2009: 15.07% | 2010: 17.32% | 2011: Compounded annual RoR: 14.28%

Low volatility trading systems no guarantee to avoid "Risk of Ruin"

"Independent Thinking": Why New Zealand based managers outperform global peers