Things I learned to prepare before talking to them:
1. It takes 5 years to access a fund manager. The pro that I talked to wrote this article.
2. I ran the Bollinger trading strategy on EURUSD in the past year, and make a profit of 0.4 pips with standard deviation 9.6 pips (I think this is hourly). Daily Sharpe ratio is 1.53. Wow I'm gonna be rich. Just kidding that is before fee. Commission fee is on average 2 pips, which makes the strategy highly unprofitable.
Also I tested the strategy on the year of 2000, back then the mean profit was 1.8 pips with 8.2 standard deviation. Why wasn't I born earlier :-P
3. 1/3 of the firm is PhD, (turned out it is 1/2). Performance of the main fund Medallion is 38.5% net of fee from 1989-2006 WOW! In 2007 Q1-Q3 the fund makes a profit of 50%. GS lost 25%. MS lost 390 mil. Remember that there was a quant fund meltdown in August of 2007.
4. They have an outside fund Institutional Equity Fund founded in 2005, 25.6bil in size. This one performs quite well. Recently they have one more Institutional Futures Fund, but this one make losses YoY April 2013. They also have one more fund but I don't know.
What I learn from talking to them:
Main Competitor: Winton, Cantab, two sigma, PDT
In 2008 CTAs performs extremely well. Gained fames. Number of CTAs in 2009 increases significantly. They exploit every single bit of data possible.
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