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, April 6, 2012
Fund Performance: 04/06/2012
OPEN POSITIONS: (1)
Long 91 DAX30 @ 6902.5
Short 224 FTSE100 @ 5806
Net Unrealised Loss: -$123,742
CLOSED POSITIONS: (5)
The Fund is currently 11.85% up for the year and is set for an annualised return of 53.9%
The ratio of winners to losers is 28:10
Happy Easter everyone!
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