OmniVest Forum OmniVest Forum
forums calendars search
today this week
 
register logon control panel Forum Rules
You are currently browsing as a guest.
You should logon to access more features
A Self-Moderated Community - ALL MEMBERS, PLEASE READ!
Vote for Members who contribute the most to your trading, and help us moderate content within the Forums.


[Random Quote] -


Only Forum Moderators, Administrators, and the owner of this message may delete it.

 
Ed Downs

Elite
50010025
Posts: 645

Joined: 2/7/2007
Location: Austin, Texas

User Profile
 
Subject : RE: Monster Returns
Posted : 4/8/2014 6:35 PM
Post #29709 - In reply to #29707

Lain,

Very cool! Of course, as you indicate, you can't trade this size. It also doesn't include the effect of taxes. But this kind of work is valuable because it demonstrates the INTERNAL capability of the Strategies you built. Notably, draw downs are a bit high, but this illustrates the fact that higher returns typically come with higher draw downs. I think it's a great test case.

I think it would be interesting to understand the mix of Strategies. Are you using RTM, T1, or --? I wouldn't ask you to disclose precisely what the Portfolio is composed of, but perhaps you could disclose the basic mixture, and the kinds of lists you used.

I think this demonstrates that the new features can lead to higher profitability. Thanks for sharing it!

Deleting message 29709 : RE: Monster Returns


Nirvana Systems
For any problems or issues please contact our Webmaster at webmaster@nirvsys.com.