On Sun, Jun 19, 2011 at 5:16 PM, Astor <[email protected]> wrote: > > I think I agree with Eugene on this one. A singular event in Strategy B > may never repeat. A mutlitude of $500 drawdawns in strategy A suggests that > this type of event is likely to re-occur. > ** >
Right, but I think A is more statistically reliable, and B might be more vulnerable to rare bad events. Maybe that is just superstition in me. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
