I don't get it. Why don't you just agree to compare your daily equity runs for a certain period and agree that the loser pay the winner $150?...
To be completely fair, the difference between 39% and 22% is significant by any standards and not something that should be easily dismissed, is...
Will respond via PM. jj
My M.O. is trying to understand where all these figures are coming from. My CTA does not compete directly with Quadriga. Quadriga is an...
I'm looking on the Quadriga website, and none of the funds' performance for the period in question approaches the figure you provided. I wonder...
I'm not sure where you're getting that figure... jj
This was the original question: I don't see where there is any comparison being requested or performed. It's nothing more than a simple question...
Oct-03 -3.75% Nov-03 -13.59% Dec-03 15.71% Jan-04 1.48% Feb-04 12.74% Mar-04 -1.91% Apr-04 -23.57% May-04 3.90% Jun-04 -12.23% Jul-04...
You're being redundant again. :) jj
This system will work.
Folks, before anyone starts singling out Aaron's drawdown and attempting to draw any conclusions from it, you should take a look at what's going...
Don't sweat it, Aaron. You'll return to form shortly. jj
Sounds like an interesting read and I'll try to locate a copy. I appreciate the suggestion! In the meantime, feel free to PM me. Would be nice...
My research supports this, especially for longer term models. I think it's wise not to try to get into the details, especially with that full...
I would go even farther and say that PERCENTAGE drawdowns (percentage anything, really) are basically arbitrary. You can make them whatever you...
http://www2.standardandpoors.com/NASApp/cs/ContentServer?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=132&xcd=HEDGE If you follow that link,...
Steve, What, is there a full moon this weekend? When I first saw these posts I was going to respond. However, after seeing the reaction to...
This is not accurate. If I invested 100k in the second-last year, my EOY balance would be 130k. Then, after the 30% drawdown, my balance would...
It's not that simple. You can show 20% avg annual return and 20% daily peak-to-valley and still attract capital... as long as your capacity is...
$10/round-turn jj
Separate names with a comma.