Performance Analysis
one year: system check
·1253 words
5:30 AM. may 11.
she went to bed before me last night, which almost never happens. i stayed up reading market structure notes until around 2, realized sleep wasn’t coming, made coffee. opened the laptop.
correlation risk - portfolio diversification check
·872 words
running 3 strategies across different asset classes.
but are they actually diversified? checking portfolio correlation to find out.
current strategy allocation # mean reversion:
march 2023: first month live trading results
first month done # march 15 - march 31 (2.5 weeks live)
went from paper trading to real money. lost $180k in february learning. figured some shit out. went live march 15