Search found 62 matches
- Mon Apr 21, 2003 11:22 pm
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 67538
Portfolio Selection - Small (<50k) Trader
I apologize in advance if this question/comment seems a little "tactical." I have some possible alternatives for people (like me :wink: ) with small accounts. I do agree that it is difficult to deal with the large amount of risk that an average futures contract exposes a small trader to - ...
- Mon Apr 21, 2003 1:17 pm
- Forum: Testing and Simulation
- Topic: By What Measure? - How do You Know if a System is Good?
- Replies: 84
- Views: 100552
Follow up to c.f. - Expected Performance
Your "minimum" performance criteria seem very ambitious to somebody from the outside looking in. 50% annual returns (even with a 35% drawdown) would blow away even legendary CTAs and hedge funds. -John Henry has had about a 20-25% annual return with a 45% max drawdown -William Eckhardt has...