Re: limite pore kar kay hum kenta targt pora kar skty hain ?
The second reason not to include margin as part of the investment is that margin
requirements change frequently. This would force us to estimate an average
margin over a period of years, which would distort the year to year returns. In the
case of the S&P futures, for instance, this would be difficult given the wide swings
in margin over the last 10 years.
Third, using ROMID facilitates the comparison of different strategies on different
futures contracts. Comparing the Return on Maximum Intra-day Drawdown
eliminates the differences in margin, concentrating on the return for actual funds
at risk.
The second reason not to include margin as part of the investment is that margin
requirements change frequently. This would force us to estimate an average
margin over a period of years, which would distort the year to year returns. In the
case of the S&P futures, for instance, this would be difficult given the wide swings
in margin over the last 10 years.
Third, using ROMID facilitates the comparison of different strategies on different
futures contracts. Comparing the Return on Maximum Intra-day Drawdown
eliminates the differences in margin, concentrating on the return for actual funds
at risk.
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