Model has given back almost all the gains, and is hanging on to a measly 1% gain.
I waited too long to balance between longs and shorts. Now that I have a new theory (POFVF) as detailed in this thread,
http://www.elitetrader.com/vb/showthread.php?s=&postid=3373960#post3373960
I will be better at leaning the book correctly in the future.
I waited too long to balance between longs and shorts. Now that I have a new theory (POFVF) as detailed in this thread,
http://www.elitetrader.com/vb/showthread.php?s=&postid=3373960#post3373960
I will be better at leaning the book correctly in the future.