What other variables do you use?
Yes, January tells us more about the yearly trend. Thus, I want to take the average to smooth the data.
Should this be done in Excel?
Hi - I want to backtest the following:
I want to take the price action of January every year and see what it has done for the remaining of the year and take the average of the last 20-30 years.
Is it better to do this in Excel or can it be programmed?
But ideally, using the first example, if you account value is at $51,000 and account balance after pulling management fees was $49,900, then you should be able to pull the incentive fees on $1100 and not $1000....right?
Let's say the account starts at 50K on the last day of the month. There was no money made in 1 day and hence the account closed the month at 50K as well. Now the opening balance for the next month is 50K and we pull lets say $100 in management fees. Again, this month, there was $0 made/lost for...
Hello fellow traders - what are the things one needs to do before he starts trading for a CTA?
1. Clear Series 3 exam
2. Get an approved ddocs from the NFA.
Anything else?