Trading - considerations

Created almost 5 years ago, updated about 2 months ago

WayneHimelsein (@Wayne Himelsein) Tweeted: Over my 25yrs in the game of quantitative investing, and drenched in equations and models, I've honed in on the only math that really matters:

Minimize drawdowns during unfavorable times.

The multiplicative nature of positive returns during good times does all the rest. https://twitter.com/waynehimelsein/status/1450484277162827781?s=27

Parents

Algotrading - strategies