Fictitious Hedge Fund using Stat Arb to try to outperform the worlds best Hedge Fund Managers.
* Performance (Initial FUM $20m):
Year 1: 23.8% return
(1/23/2012 - 1/22/2013)
FUM $24.8m - 73.1% win rate from 104 trades
Year 2: 3.7% return
(1/23/2013 - 1/22/2014)
FUM $25.675m - 63.64% win rate from 66 trades
Sunday, January 29, 2012
Fund Performance: 01/29/2012
OPENED POSITIONS: (1)
COMMENTARY:
The Fund is currently 2.61% up for the year and is set for an annualised return of 32.5%
The ratio of winners to losers is 3:0
Wednesday, January 25, 2012
Fund Performance: 01/25/2012
OPENED POSITIONS: (2)
CLOSED POSITIONS: (2)
COMMENTARY:
The Fund is currently 2.61% up for the year and is set for an annualised return of 32.5%
The ratio of winners to losers is 3:0
Fund Performance: 01/25/2012
OPENED POSITIONS: (2)
COMMENTARY:
The Fund is currently 0.6% up for the year and is set for an annualised return of 37.5%
The ratio of winners to losers is 1:0
Sunday, January 22, 2012
Fund Performance: 01/24/2012
OPENED POSITIONS: (1)
CLOSED POSITIONS: (1)
COMMENTARY:
The Fund is currently 0.6% up for the year and is set for an annualised return of 37.5%
The ratio of winners to losers is 1:0
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