Search found 2 matches
- Thu Oct 29, 2009 3:34 am
- Forum: Futures Markets
- Topic: Fund recommendations
- Replies: 2
- Views: 3278
- Mon Oct 12, 2009 12:17 pm
- Forum: Testing and Simulation
- Topic: Managing old positions
- Replies: 4
- Views: 3141
Interestingly it seems as if adjusting to gains in the equitycurve does not pay out compared to adjusting for volatility. Maybe because of the increased risk of reversals after a long trend. You do not want to be highly exposed when the correction comes. Especially as all markets tend to correct tog...