Thursday, April 19, 2012

Fund Performance: 04/19/2012


OPEN POSITIONS: (0)

CLOSED POSITIONS: (4)

The Fund is currently 13.69% up for the year and is set for an annualised return of 53.5%

The ratio of winners to losers is 34:12

2 comments:

  1. how long do you usually hold positions for? do you leg in manually or have an autospreader? What are your decisions actually based on? Nice work!

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    Replies
    1. Hi SPTrader,

      Hold my positions for 1-3 days and yes I open and closed trades manually.

      Correlation and cointegrating relationships mixed with a bit of VECM and VaR for probability bands.

      Thanks for the interest.

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