Would you trade this strategy?

Discussion in 'Strategy Building' started by c0in, Jun 11, 2008.

  1. c0in

    c0in

    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 as this strategy would use only a percentage of equity from the hedge fund.
     
    #11     Jul 7, 2008
  2. What hedge fund is that?
     
    #12     Jul 7, 2008
  3. c0in

    c0in

    It's a brazilian hedge fund called Atico
     
    #13     Jul 7, 2008
  4. Do you work there? I can't believe they would employ a strategy that hasn't had rigorous testing or a long real time track record.
     
    #14     Jul 8, 2008