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Steve Mayo

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Posts: 414

Joined: 10/11/2012
Location: Austin, TX

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Subject : RE: 28 days of October
Posted : 11/15/2014 9:40 AM
Post #34487 - In reply to #34485
Hi Keith,

This is an interesting series. Thanks for starting it.

Can you post download and post the actual daily mark-to-market values from your equity curve, say from the best-performing EF. I need at least 3, preferably 5-7 years to get a reasonable distribution graph. I can match it to SPY, deal with the holidays and weekends, deal with the differing leverage, etc. It will be a good test of the analysis tool I'm trying to create.

I'll post back the results.

Steve
Deleting message 34487 : RE: 28 days of October


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