Systematic Trading research and development, with a flavour of Trend Following
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A trick to reduce Drawdowns

April 28th, 2010 · 17 Comments · Backtest, Strategies, Trend Following

Drawdowns represent the scary part of trading system statistics. The drawdown number emphasises the level of loss you might suffer while trading that system. It is risk to your trading capital. Now, for a quick disclaimer: I do not have a magic trick to simply reduce drawdowns… but with this cheeky title, I wanted to […]

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