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I have a quant strategy that I want to implement in order to establish an official track record, but I'm not sure what I have to do. I have about $100k to set this thing up and would appreciate guidance on the steps I need to take. Thanks!

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Put your 100k in an account. Do not run any other strategy in the account. Run the account the same exact way you would run investor capital--same leverage, same risk parameters, same products, etc.

You will need to be running the account continuously for a while. At least an amount of time that covers a few different market environments, a geopolitical event or two, etc. At least a year for sure.

After that, hire a third party accountant to perform a track record verification report. I happen to know a couple that will do so for only a few thousand $US. It's not as good as an audit, however, audit costs are prohibitive and a track record verification is a low cost and usually an acceptable substitute when you are just starting out.

Don't worry about accounting standards. Just run the account. When the time comes, the accounting will not be done by you anyway if you want anyone to have any faith in your model.

If you would like the name of the accounting firm that I know of you can email me. My address is in my profile.

Best of luck!

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