Tag Archives: UDN

Portfolio Updates for December

There are no changes to either the small or hedge fund portfolios. The system has been running for 3 months. Here is a performance summary: hedge fund: Sept = -3.6%, Oct = 2.1%, Nov = -1.3%. Overall, the portfolio is … Continue reading

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Discretion and Mechanical Trading Systems

While reading and thinking about trading systems, I wrote some notes at the beginning of the year based on an interesting discussion in the Trading Blox forum. Trading Blox is a company that produces software for testing mechanical trading systems, … Continue reading

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