Category: Trend Following and Systematic Strategies

16 Nov 2010

Newsletter: Analyzing the Strategic ES/SP Trading System Drawdown

Our weekly newsletter is up at https://bit.ly/cARoV4 We cover the recent new max drawdown in the Strategic ES/SP trading system, analyzing whether the systems remains within historical risk parameters. (it is..) Of interest in the piece is a chart posted on Barry Ritholtz’s blog showing the American Association of Individual Investors survey, which tracks whether […]

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