Why do you limit the maximum drawdown on the account? - page 21
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Oh, it's not exactly clear... I think he said he was in the break. Gerczyk's a funny story.) I've seen a lot of his videos already.)
There was no loca. Interesting stuff at the end:
The portfolio is traded, 40% of it is traded by robots, and some long term positions are open, for example, in buy for the instrument, but at the same time this instrument is also traded short term, where the sell orders are present...
I'll just have to ask a question on "locs" (as you write - with two "k's") - sometime at his next webinar via online... :-)
If we get to the subject - "Hunting for Gertschik".
There was no position there. Interesting things in the end:
The portfolio is traded, 40% of it is traded by robots, and some long term positions are open, for example, in buy for the instrument, but at the same time this instrument is also traded short term, where the sell orders are present...
I should just ask a question on "locks" (as you write - with two "k's") - sometime at his next webinar via online... :-)
If we want to get into the subject "Hunting for Gerchik".
It is not clear how investor B (red line) got such a one-step jump in the balance sheet - from 0 to 500? This is unrealistic in real life.
Investor B - zeroed out...)))) He will no longer have a profit as zero cannot be multiplied....))))
it's by convention:
Let the T1 strategy give 100% p.a. with a maximum drawdown of 50%. Let the desired risk factor for investor A be 50% and for investor B be 100%. Let the amount to be invested by both investors is the same and is 1 000 000 roubles. Define the investment horizon for both investors: 1 year. Assume that strategy T1 is stable over time and shows the stated performance. Then after one year the portfolio of investor A will be: 1,000,000 roubles + 1,000,000 roubles * 100% = 2,000,000 roubles. At the same time the worst portfolio result will be fixed at 500,000 roubles. Now let's calculate for investor B the portfolio condition at the moment of maximum drawdown: 500 000 roubles + (500 000 roubles * (-100%) = 0 roubles. Now investor B invests the remaining half of the funds in T1: funds of 0 roubles + 500 000 roubles 500,000 + 500,000 * 200% = 1,500,000 roubles. So, from the second part of the deposit he managed to earn the claimed 200% per annum. Totals for the year: investor A: 2,000,000 roubles, investor B: 1,500,000. With less risk, investor A earned more. P.T.D.
There was no position there. Interesting things at the end:
A portfolio is traded, 40% of it is traded by robots, some long term positions are open, for example, in buy for the instrument, but at the same time the same instrument is traded in the short term, where the sell orders are present...
Vladimir, anything on the substance of the topic? What do you choose 1 drawdown of 20% or 4 drawdowns of 80%? :))
Vladimir, anything on the substance of the topic? What do you choose 1 drawdown of 20% or 4 drawdowns of 80%? :))
The drawdown is based on the loss limit, not on what is in the account.
Apparently not by everyone. I.e. Let's say the loss limit is 20%. Funds are down 35%. Hence, we count the drawdown as 15%? Right?
Yeah, I don't get it))))
But that's right - a 100% drawdown is never good for you. Which is what the topic of the thread was meant to prove...))))
1. Working with a deposit of $100,000 and a loss limit of $20,000 (20%);
2. Working with a deposit of $20,000 and a loss limit of $20,000 (100%, theoretically);
I think that is how I understood the terms of the topicstarter... Let him correct me, if I am wrong.