It's a brazilian hedge fund called Atico
Yes, i get what you say by the drawdown... i'll try to get some montecarlo simulation to check the risk of ruin, however this is not so important...
I don't know how to backtest a portfolio in tradestation, however using this strategy last month gave me aprox. 1% for the month (using some...
It is a mean reversion type of strategy using stop loss and a volatily based objective. Even though most trades turn out to be daytrades some...
Actually this is a pairs trading strategy, and these 9 stocks are the ones that i usually trade, however i didn't trade them mechanically, i had...
I did test it with 2008 data from 1/1/08 to 5/30/08 and it got about the same results. The one thing i'm worried about and trying to improve is...
Hi i just developed my first mechanical strategy... after lots of testing i'm thinking about starting to trade it with a small number of contracts...
High probability trading by marcel link is a great book. you should also try Mechanical Trading Systems by Richard Weissman (...
Hi, I've got a doubt regarding the slowK and slowD formulas in tradestation. In one of my strategies i'm using the function slowK and slowD...
The thing is that cointegration is a way to define a longer term relationship between stocks. In THEORY selecting a cointegrated pair of...
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