The Green Alpha

Trader.Fighter · Oct 29, 2013

Broken bot?

TheGreenAlpha · Oct 30, 2013

Quote from Trader.Fighter:

Broken bot?

Nope, just business as usual

Todayâs result: +0.49%

For tomorrow weâre long on the S&P500.

updated results:

<table class="google-visualization-table-table" cellspacing="0" style="width: 260px; "><tbody><tr class="google-visualization-table-tr-head"><td class="google-visualization-table-th google-visualization-table-sorthdr"><span class="google-visualization-table-sortind"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">TGA<span class="google-visualization-table-sortind"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">S&P<span class="google-visualization-table-sortind"> </span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,38%</td><td class="google-visualization-table-td google-visualization-table-td-number">13,88%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">StdDev</td><td class="google-visualization-table-td google-visualization-table-td-number">15,9%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,92%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Sharpe R.</td><td class="google-visualization-table-td google-visualization-table-td-number">0,9</td><td class="google-visualization-table-td google-visualization-table-td-number">1,16</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">0,09%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,09%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Avg W</td><td class="google-visualization-table-td google-visualization-table-td-number">0,72%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,57%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg L</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,69%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,62%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td"># W</td><td class="google-visualization-table-td google-visualization-table-td-number">87</td><td class="google-visualization-table-td google-visualization-table-td-number">93</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td"># L</td><td class="google-visualization-table-td google-visualization-table-td-number">70</td><td class="google-visualization-table-td google-visualization-table-td-number">64</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Max DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-6,96%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,76%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Curr DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-3,82%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,49%</td></tr></tbody></table><br></br>Updated: 30th Oct, 2013

Trader.Fighter · Oct 30, 2013

Quote from TheGreenAlpha:

Nope, just business as usual

Todayâs result: +0.49%

For tomorrow weâre long on the S&P500.

updated results:

<table class="google-visualization-table-table" cellspacing="0" style="width: 260px; "><tbody><tr class="google-visualization-table-tr-head"><td class="google-visualization-table-th google-visualization-table-sorthdr"><span class="google-visualization-table-sortind"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">TGA<span class="google-visualization-table-sortind"> </span></td><td class="google-visualization-table-th google-visualization-table-sorthdr">S&P<span class="google-visualization-table-sortind"> </span></td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Cum Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">14,38%</td><td class="google-visualization-table-td google-visualization-table-td-number">13,88%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">StdDev</td><td class="google-visualization-table-td google-visualization-table-td-number">15,9%</td><td class="google-visualization-table-td google-visualization-table-td-number">11,92%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Sharpe R.</td><td class="google-visualization-table-td google-visualization-table-td-number">0,9</td><td class="google-visualization-table-td google-visualization-table-td-number">1,16</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg Perf</td><td class="google-visualization-table-td google-visualization-table-td-number">0,09%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,09%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td">Avg W</td><td class="google-visualization-table-td google-visualization-table-td-number">0,72%</td><td class="google-visualization-table-td google-visualization-table-td-number">0,57%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Avg L</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,69%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,62%</td></tr><tr class="google-visualization-table-tr-even"><td class="google-visualization-table-td"># W</td><td class="google-visualization-table-td google-visualization-table-td-number">87</td><td class="google-visualization-table-td google-visualization-table-td-number">93</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td"># L</td><td class="google-visualization-table-td google-visualization-table-td-number">70</td><td class="google-visualization-table-td google-visualization-table-td-number">64</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Max DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-6,96%</td><td class="google-visualization-table-td google-visualization-table-td-number">-5,76%</td></tr><tr class="google-visualization-table-tr-odd"><td class="google-visualization-table-td">Curr DD</td><td class="google-visualization-table-td google-visualization-table-td-number">-3,82%</td><td class="google-visualization-table-td google-visualization-table-td-number">-0,49%</td></tr></tbody></table><br></br>Updated: 30th Oct, 2013

Well hurry up, SP500 returns are closing in with your performance.

TheGreenAlpha · Oct 31, 2013

Todayâs result: -0.36%

For tomorrow weâre long on the S&P500.

TheGreenAlpha · Nov 1, 2013

Todayâs result: +0.30%

For Monday weâre long on the S&P500.

tradingjournals · Nov 1, 2013

Quote from Trader.Fighter:

Well hurry up, SP500 returns are closing in with your performance.

I read somewhere that something like 80% of the fund managers are beaten by the S&P.

tradingjournals · Nov 1, 2013

Quote from TheGreenAlpha:

Todayâs result: +0.30%

For Monday weâre long on the S&P500.

How about a negative alpha?

Trader.Fighter · Nov 1, 2013

Quote from tradingjournals:

I read somewhere that something like 80% of the fund managers are beaten by the S&P.

Its' true, which means TheGreenAlpha is kicking butt!

TheGreenAlpha · Nov 4, 2013

Todayâs result: +0.36%

For tomorrow weâre long on the S&P500.

TheGreenAlpha · Nov 5, 2013

Todayâs result: -0.29%

For tomorrow weâre long on the S&P500.