Forum: Trading Journals
August 24th, 2013, 07:00 AM
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Replies: 529
Views: 97,608
Thanks for the response!
So the drawdown number...
Thanks for the response!
So the drawdown number is for one strategy, which makes the overall max drawdown smaller because the strategies are uncorrelated. Seems i have misunderstood your posts as i...
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Forum: Trading Journals
August 23rd, 2013, 10:27 AM
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Replies: 529
Views: 97,608
Hello kevinkdog
I really love your thread...
Hello kevinkdog
I really love your thread and the way you determine your optimal position size. I am following a similar approach using Monte Carlo simulations and the maximum drawdown found via...
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