f4f
翠鸟科
chiedo anche qui
look at the monthly equity curve, to evaluate month.to.month performance . Follow standard accounting procedures and look the profit and loss figures at the end of each month.
Then, consider how much money the system lost over a 1-, 2- or 3-month period .
secondo voi, il 3month period è overlapping o no?
overlapping= gen-feb-mar ; feb-mar-apr; mar-apr-may
non overlapping = gen-feb-mar; apr-may-jun ; july-aug-sept
si consiglia l'overlapping, ma la autocorrelazione crea problemi?
come posso misurare gli effetti distorsivi della autocorrelazione?
grazie![Smile :) :)](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
![Smile :) :)](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)
look at the monthly equity curve, to evaluate month.to.month performance . Follow standard accounting procedures and look the profit and loss figures at the end of each month.
Then, consider how much money the system lost over a 1-, 2- or 3-month period .
secondo voi, il 3month period è overlapping o no?
overlapping= gen-feb-mar ; feb-mar-apr; mar-apr-may
non overlapping = gen-feb-mar; apr-may-jun ; july-aug-sept
si consiglia l'overlapping, ma la autocorrelazione crea problemi?
come posso misurare gli effetti distorsivi della autocorrelazione?
grazie