3 ms·
You are absolutely right that the first version of my algo is using tons of leverage. I didn't realize what leverage was when I did this the first time. The se
by karenrubin 12y ago
You are absolutely right that the first version of my algo is using tons of leverage. I didn't realize what leverage was when I did this the first time.
The second version of the algorithm factors in leverage and there it hovers around 1.