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
Tuesday, March 13, 2012
Fund Performance: 03/13/2012
OPEN POSITIONS: (3)
CLOSED POSITIONS: (4)
Close Out Trade ID 4 Long NASDAQ100 Short RUT200
SOLD 108 NASDAQ100 @ 2664.6
BOUGHT 351 RUT2000 @ 821.85
Loss of -$14,237.53 (-0.05%)
The Fund is currently 8.64% up for the year and is set for an annualised return of 60.0%
The ratio of winners to losers is 14:3
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