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One workaround for this is to add to the cumulative profit and loss the initial equity and transform the points gained in cash. Here is what i usually do. I trade forex. dollarPerPip = contracts * 100; % Here i calculate how much a pip worth in dollar, this value is true for EURUSD forex cpnl = cumsum(pnl); cpnl = (cpnl * dollarperPip) % Here transform ...


Short Update on the specific way we have chosen: Have a risky and a safe portfolio, and shift assets over time into the safe one to protect liabilities. The safe portfolio is duration matched and holds Bunds and cash. The risky portfolio is multi asset class. Specific allocation is based on a constrained MV optimization on index level. This part is ...

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