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    Hedge Fund

    To the neutral observer, this thread is very amusing, even if it has deviated somewhat from the original topic! Darkhorse, Looks to me like StatTrader called your bluff on the numbers. "I'll make X times more than you in N years once BLAH BLAH BLAH" isn't much of a response. What counts is...
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    Money\Risk Management Books

    thanks, i'll check it out
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    Money\Risk Management Books

    Can anyone recommend a good book on money\risk management ?
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    Slippage estimate for backtesting

    I've been backtesting a trading system and the results look very promising. However, I'm not sure if my slippage assumptions are too optimistic. I'm assuming that all trades are executed at the open, and have been allowing 20bps per trade for slippage. I've been backtesting on large cap...
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