That's a very good argument. With more data you certainly have to put more time in making sure it is clean/accurate/adjusted etc. I guess if the...
True. position sizing based on equity value (kelly's way) reduces the need. and in theory makes it impossible to go bust (asymptotically goes to 0...
Thanks a lot for this. It gives a good idea on what margin (and thus capital requirements) one can expect. if max DD is 25% and margin requirement...
Hi globalarbtrader, nice thread and blog. I found your blog last week and this thread now. i have CTA experience (similar to yours). I have a...
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