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
Friday, February 24, 2012
Fund Performance: 02/24/2012
OPENED POSITIONS: (3)
The Fund is currently 1.98% up for the year and is set for an annualised return of 24.8%
The ratio of winners to losers is 4:1
Friday, February 17, 2012
Fund Performance: 02/17/2012
OPENED POSITIONS: (1)
CLOSED POSITIONS: (1)
The Fund is currently 1.98% up for the year and is set for an annualised return of 24.8%
The ratio of winners to losers is 4:1
Thursday, February 16, 2012
Fund Performance: 02/16/2012
OPENED POSITIONS: (2)
CLOSED POSITIONS: (0)
The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%
The ratio of winners to losers is 3:1
Tuesday, February 14, 2012
Fund Performance: 02/14/2012
OPENED POSITIONS: (2)
CLOSED POSITIONS: (0)
The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%
The ratio of winners to losers is 3:1
Thursday, February 2, 2012
Fund Performance: 02/01/2012
OPENED POSITIONS: (0)
CLOSED POSITIONS: (1)
The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%
The ratio of winners to losers is 3:1
Subscribe to:
Posts (Atom)