When actively trading the markets, or even passive investing for that matter, there is a main item that is often overlooked. How efficiently actual deployed capital performs. While the main number that matters is raw P&L and whether or not an individual achieved their desired goal for a given time period, it should be closely aligned with that is how much risk was taken -- both potential and realized risk -- in order to achieve said goal. In an effort to help our clients und

Rethinking Performance Efficiency For anyone who has been with me for a while—or anyone new to Acrux—the foundation of everything we do centers on how efficiently we can produce alpha  while maintaining disciplined risk control. It’s not just about making money. It’s about how intelligently  those returns are produced—how much upside we achieve per unit of realized downside. Traditional risk metrics such as Sharpe, Sortino, or even Calmar, while valuable, all share a common

The goal of this entry is not to cover all possible scenarios when it comes to trading, or even options trading for that matter. It is...

Social Media, specifically Twitter (FinTwit), is such an odd place and there is so much shilling going on it is rather shocking at times....

Beating the benchmark(s) as a trader is easy. The question should always be how efficiently was alpha produced. Or said another way,...

As with everything I say, this is not financial advice or a recommendation for how you should trade or how much to risk, as I have no...