Probably I have not seen a weekly performance list. If it does not exist, I think that it would be interesting. Better: every saturday a performance list of he last two weeks.
Moreover, if possible, it should be divided in two or three sub-list, say Forex, Stocks, Futures and so on.
In our opinion a list of Futures is not vey interesting if not divided. I mean that in this period some category can be more difficult than other and so on.
The benchmark SP500 is not very useful for currencies: for example Barclay has an index for currency traders that from Jan 1, 2006 is now set at -1.2%.
Also this can be useful.
In this way C2 could be greater. Obviously these are opinions.
Regards
> Probably I have not seen a weekly performance list. If it does not exist, I think that it would be interesting. Better:
Monthly would be better still. This is the way CTAs are viewed,
so it would be a good benchmark against the real world. perhaps a
running performance list starting at the 1st of each month.
Best "performance in the last 24 hours" is just pure luck
and a worthless list IMHO.
This already exists. Click the "Hot Hands" blue link to the left, and you see pairs of the top performers of the last 5 days, 10, 30, 60. 90, 120, and 365 days…
> This already exists. Click the “Hot Hands” blue link to the left, and you see pairs of the top performers of the last 5 days, 10, 30, 60. 90, 120, and 365 days…
Not really, it doesn’t rank anything but the top two in each category, and
I’m not sure what criteria are used for the “ranking” shown.
The "Hot Hands" search ranks systems by percentage gains over each time period.
