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Hello soeren,
yea but since 1986? come on thats worth something right.. how many
people have outperformed the sp500 every year since 86 not
hypothetically?
ssgd> How about a fund with hundreds of millions of dollars, a Kelly of .93
ssgd> instead of fairly good .39 and about 3.5 times the return for the
ssgd> last 12 month? audited of course.
ssgd> Hmm... maybe buying and selling gamma isn't such a bad idea after
ssgd> all ;) (though the jet is still missing I have to admit ;)
ssgd> Soeren
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