Challenge

If you want to know what traders can do in different market conditions, IMO one year would give you a better idea. If one has done better that the S&P500 both in the last 6 months and over the last year, then maybe we are talking, although its not that difficult. Also you would need to specify if you want compared to the S&P500 "published" or the total return, it will make a difference. On oct 31st, the 1 year return for the published is 6.96% and the TR is 9.80%...

Also 6 months correlation means almost nothing, that is way too short a period... For instance my correlation to the published s&p500 for the last 6 months (ending oct 31st) is -0.61, YTD is 0.162 and 1 year at 0.164.
 
Safari
your points are well taken, but the point of my "challenge" is to make things as easy as possible for people to prove their abilities, not the opposite.
 
Still, if you are serious about putting your money where your mouth is (in this case your keyboard) I would want to have as much bases covered as possible... But that's my paranoia talking maybe ;) Force of habit, I am a Sr. performance Analyst for a bank so I do like to know exactly what I'm looking at when I review a manager
 
You must log in or register to reply here.
Back
Top