Re:Offline Algorithms in Low-Frequency Trading
by eloff on Saturday January 30, 2021 @07:19PM
(#25974439)
Good catch, I forgot dividends.
Interesting that the last year performance was so bad - I think that stock market drop back in March and the general volatility / reshuffling since then must have hurt the leveraged strategy.
Interesting that the last year performance was so bad - I think that stock market drop back in March and the general volatility / reshuffling since then must have hurt the leveraged strategy.