All you're doing is HUPing until you hit $5 gross per position. It's why the dates are all over the place and your Sharpe is less than 0.1. FIFO. The wider the date range the greater the drawdown. An exercise in stupidity. CCP-approved!
100% winning rate of 10000 deals in 100 days
- Thread starter Hardison
- Start date
All you're doing is HUPing until you hit $5 gross per position. It's why the dates are all over the place and your Sharpe is less than 0.1. FIFO. The wider the date range the greater the drawdown. An exercise in stupidity. CCP-approved!
You win the ET Most-obvious-statement-of-the-year award, awarded bi-annualy now, because there are two candidates for it.
At the rate you are going, you will be the most richest man in the world.
Soon you will be richer than
Bernard Arnault, co-founder, chair, and CEO of LVMH, is the richest person and the richest man in the world with a net worth of $164 billion