Experiment using equity GE and very small trading packets. Perhaps could be better with some leverage / maximizing usage of portfolio cash.
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Low Sharpe, Smooth Curve. Experiment with GE equity, small packets & leverage to maximize portfolio cash.
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Nice smooth curve, but low sharpe.
Jared Broad | QuantConnect | March 2013
Experiment using equity GE and very small trading packets. Perhaps could be better with some leverage / maximizing usage of portfolio cash.
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