3 ms·
Months and dozens. No leverage, no shorts. It just goes long and reallocates every couple of weeks. So it hasn't really sustained a serious bear market, but its
by laxatives 9y ago
Months and dozens. No leverage, no shorts. It just goes long and reallocates every couple of weeks. So it hasn't really sustained a serious bear market, but its also never had a drawdown more than 0.5% less than that of the S&P500.
- dx034 9y agoHaving algorithms that work in one regime are not that hard. The problem is detecting when regimes change and how to adapt algorithms to that.