Epstein Secrets

hout dollar cost averaging into losers. In essence, would you think the results are more stable of someone who made 50% in a year even with a high Sharpe, wherein the sample size was (i) small in the number of positions and factors; (ii) profit factor driven by a small subset of the total trades, and

lts to randomness or intelligence will be difficult. "A Near Constant Distribution: Exponents of the Delta in One Period Realized Volatility at the Next Moment Conditional on the Previous Moment" A foundation of the strategy is how the distribution of the exponents of volatility scaling conditional on itse

ithout dollar cost avenging into losers. In essence, would you think the results are more stable of someone who made 50% in a year even with a high Sharpe, wherein the sample size was (i) small in the number of positions and factors; (ii) profit factor driven by a small subset of the total trades, and

ults to randomness or intelligence will be difficult. "A Near Constant Distribution: Exponents of the Delta in One Period Realized Volatility at the Next Moment Conditional on the Previous Moment" A foundation of the strategy is how the distribution of the exponents of volatility scaling conditional on itse

thout dollar cost ave=aging into losers. In essence, would you think the results are more stable o= someone who made 50% in a year even with a high Sharpe, wherein the sample=size was (i) small in the number of positions and factors; (ii) profit fact=r driven by a small subset of the total trades, and

ults to randomness or intelligence will be d=fficult. "A Near Constant Distribution: Exponents of the D=Ita in One Period Realized Volatility at the Next Moment Conditional on the=Previous Moment" A foundation of the st=ategy is how the distribution of the exponents of volatility scaling condit=onal on itse