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I am looking for a good source of monthly performance data (for 8 yrs) on
the S+P and the CTA universe to do an analysis of risk adjusted returns.
Also, I ordered the 3rd Edition Of Perry Kaufman's "Trading Systems and
Methods" 9 months ago and just got it. The structure is the same as the
last ( which I think is a must read). It has some new and updated sections.
I'll comment more later.
Jim
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