Ouch, lost about 10% yesterday on a 30% volatility target. Up 2% today.
30% I am trading 8 instruments, NQ, VX, NG, ZT, PL, 6B, HE, GE. I recently read a post that once you are down 1.5x your annual volatility you...
I'm down 4% since I started, but I only started a couple of months ago. Today is painful because I assume most of us are very short volatility.
Thanks for the replies, guys. That makes me feel better that I'm not messing something up. I'm not using the linear transform. GAT, you're right...
Hi Gat, I'm trading your chapter 15 system on 8 markets, with 30% volatility, and my forecasts seem quite different from yours. Should I be...
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