3309 Drysdale Ct
Edwardsville, IL 62025
yeah, hope/pray for a good bounce to turn this big loss into small one.
then reduce my allocation for it until it "behaves" over time...
My sense is that mean reversion system are harder to develop without curve fitting. Just the nature of the beast.
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agree
Historical Draw Downs to the system
Posted by tsurplus on 9th of Aug 2011 at 09:41 am
yeah, hope/pray for a good bounce to turn this big loss into small one.
then reduce my allocation for it until it "behaves" over time...
My sense is that mean
Posted by john9o9 on 9th of Aug 2011 at 12:21 pm
My sense is that mean reversion system are harder to develop without curve fitting. Just the nature of the beast.