Buy 79 NASDAQ100 @ 2719.5
Sell 155 DIJA$10 @ 13814.5
Buy 287 eminiS&P500 @ 1493.44
Sell 155 DIJA$10 @ 13814.5
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, January 24, 2013
Saturday, January 5, 2013
Fund Performance: 1/01/2013
Open Positions (0)
Closed Positions (2)
The Fund is currently 23.8% up for the year and is set for an annualised return of 25.1%
The ratio of winners to losers is 76:28
Wednesday, January 2, 2013
Close Out Position - Long eminiS&P500 Short DIJA$10
Sell 296 eminiS&P500 @ 1458.93
Buy 160 DIJA$10 @ 13375.8
Profit of $182,892 and convergence of 0.86%
Buy 160 DIJA$10 @ 13375.8
Profit of $182,892 and convergence of 0.86%
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