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A Quant’s Approach to Drawdown:
The Cold Blood Index
In part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of drawdown
In part 1 of this series, we talked about how a market-savvy systematic trader would approach a period of drawdown
Imagine you’ve tinkered for days or even weeks, perfecting a strategy idea that’s showing a whole lot of promise. You’ve