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Hi Fred,
Wednesday, February 5, 2003, 10:45:49 PM, you wrote:
Ffyc> Maybe when I get to $50mm I'd agree with you, but to limit
Ffyc> position sizes produces unrealistic results
Sorry, but you are quite wrong. I thought you were a trader, too,
but now I'm wondering. It is unrealistic, quite unrealistic, not to
limit position sizes to positions that can slip in and out of a
market without distorting it, or actually becoming the market.
Trading anything even close to that size, or allowing it to be
considered as a test, in most stocks, is producing results that
cannot be obtained in real trades, therefore the results are absurd.
I would guess you would have to scale down drastically in many issues
that are less liquid than others. You can do it or not as you see
fit, but don't expect much respect for the numbers you are posting if
you don't. They are absurd.
Best,
Yuki
mailto:yukitaga@xxxxxxxxxxxxx
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