Search results

That brings up a few questions: 1) What is the optimal FOLIO SIZE with regard to number of instruments? 10-25 right? Or would a folio of 4-8 highly diversified instruments tend to perform better. The smaller folio would not offer cointegratiion benefits which may exist in a larger folio...

Tom- You have contributed an incredible amount of original and groundbreaking work by designing, building and developing the GBOT. Additionally, your 100's of posts here on ET spanning many threads and many years discussing your thought process and fine tuning of GBOT represent Herculean...

Hi, please excuse if this has been asked before...... Is it possible to search only within a particular thread?

Figured I'd use my first post on this board to chime in here and thank NUKE for starting this great thread exactly two years and two months ago. Great stuff and very civil discourse with only a few rude interruptions from the immature yahoos of the world. Just spent the last few days reading...