Sell 79 NASDAQ100 @ 2654.9
Buy 160 DIJA$10 @ 13068
Profit of $81,301 and convergence of 0.4%
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
Thursday, December 6, 2012
Wednesday, December 5, 2012
Open trade - Long NASDAQ100 Short DIJA$10; Long eminiS&P Short DIJA$10
Buy 79 Nasdaq100 @ 2336
Sell 160 DIJA$10 @ 13027.8
Buy 296 eminiS&P @ 1408.39
Sell 160 DIJA$10 @ 13027.8
Sell 160 DIJA$10 @ 13027.8
Buy 296 eminiS&P @ 1408.39
Sell 160 DIJA$10 @ 13027.8
Subscribe to:
Posts (Atom)