Recent content by megab

Hi there, Great video, and thanks for putting it out there. Learning everyday. Question. For step:4 the correct betting size at 1:02:03. How is the outcome supposed to be read? In your example, with 5 positions, 3 months holding period, are you saying the trader should allocate 5% of the whole...

Hi there, Just curios if anybody knows how spot fx and rollover works in the interbank market - that is when hedge funds are trading FX spot on margin. Do they use rollover at all ? or do they only trader non spot fx like a 3 month forward etc.? It seems to me that only retail traders, trade...

So looks to me like 2014 is going from 100 to 130. So thats 30% roughly, how do you get to 100% ? is it just scaled by volatility 2,5 to get annual volatility target of 25%, and them perhaps performance fee added?

Hi again, Where do you find the performance numbers from AHL diversity? These look considerably worse - http://www.morningstar.co.uk/uk/funds/snapshot/snapshot.aspx?id=F00000H6PZ Am I missing something?

Hi there, First of all, just wanted to say thank you for your book, which I think is excellent, and has helped me immensely. I am curious, why is that your system seems to outperform AHL´s own "flagship product" or other similar multi asset products from other investment companies? Am I...