The red in the chart is the NASDAQ 100 index. The blue and green are two simple trading strategies. The blue strategy has a beta of 0.84 to the index and annual alpha of 11.4%. The green strategy has beta of 0.69 and alpha of 24.0%.
What are the two strategies?
I have to say this chart means 100% nothing to me, which really says a lot about my smarts on charts, systems, and strategies.
ReplyDeleteDid you go to the post where i reveal the secret?
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