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1 vote

Scaling in and out of a strategy

Drawing 40-50% once per year will make it very tough to raise any money. That's way too often for most investors unless your strategy makes more than 100% per annum. Even then, it will be too much ...
  • 3,880
1 vote

Calculating the returns of a long/short strategy

I worked in long-short neutral fund. For a long-short neutral strategy, typically in practice book size is assumed to be long size + abs(short size). So daily return would be daily profit / book size ...
  • 11
0 votes

Optimal leverage for short-only crypto strategy

With the information you provided it is hard to suggest something specific but here are some general approaches you can take: 1. Your model has expected return as a output If your model predicts the ...

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