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
Wednesday, September 19, 2012
Close Out Positions - Long DIJA$10 S&P500 Short RUT2000
Sell 157 DIJA$10 @ 13667
Buy 249 RUT2000 @ 854.92
Profit $421
Sell 292 S&P500 @ 1458.56
Buy 249 RUT2000 @ 854.92
Loss $44,704
Wednesday, September 5, 2012
Open Position - Long DIJA$10 eminiS&P500 Short RUT2000
Buy 157 DIJA$10 @ 13037
Sell 249 RUT2000 @ 821.52
Buy 292 eminiS&P500 @ 1404.8
Sell 249 RUT2000 @ 821.52
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