Hi Matthew,
I noticed an error in the Kauai equity curve. In particular, I believe the recent peak of $7,700 on Nov 2/3 (and resulting intra-day range of $600) is incorrect. This peak would only have occurred if the value of all (short) put option positions would have been equal to zero, which was not the case. Besides the fact that the equity curve is wrong, I’m afraid this error might affect the statistics as well, so I hope you can fix it.
ST
Hi Matthew,
I think I noticed a second error in the Kauai equity curve. The large intraday-range for 19 November is incorrect I believe. Can you please fix both errors (i.e. the one on Nov 2/3 and the one on Nov 19).
Kind regards,
ST