ytd results...

Created at 13 Sep 2014, 18:30
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Balena

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Joined 17.12.2012

ytd results...
13 Sep 2014, 18:30

@Balena
Replies

trend_meanreversion
15 Sep 2014, 06:58

Looks good Balena, but can you run it for longer duration ( 2-3 years ) and let us aware of commission and spread assumptions.

@trend_meanreversion

Balena
16 Sep 2014, 00:16

RE:

trend_meanreversion said:

Looks good Balena, but can you run it for longer duration ( 2-3 years ) and let us aware of commission and spread assumptions.

this is using tick data... commissions could be 10-65/million... all work

other years are also profitable... 

@Balena
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