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
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
Buy 301 eminiS&P500 @ 1317.35 Sell 260 RUT2000 @ 763.14
Buy 159 DIJA$10 @ 12507.5 Sell 260 RUT2000 @ 763.14
Buy 159 DIJA$10 @ 12507.5 Sell 78 NASDAQ100 @ 2543.9
Buy 301 eminiS&P500 @ 1317.35 Sell 78 NASDAQ100 @ 2543.9
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