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I am confused, or for a system isnt time exposure and
capital at risk the same thing, you cant exclude time
from the capital at risk, as capital is risked through
time, so the number for exposure would need to
consider both factors.
eric
--- Ara Kaloustian <ara1@xxxxxxxxxx> wrote:
> Anyone know how %exposure is computed?
>
> - Is it the % of time in market OR
> - Is it % of capital exposed to market.
>
> These 2 conditions would be identical when investing
> all available funds, but are different if you are
> investing only your original equity and keeping
> profits in cash.
>
> Thanks
>
> Ara
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