Here is a link with an overview of system performances for the last few years: click here . Also note that this is a simple report based on capital required to trade - it does not reflect a proper allocation. Also, keep in mind that the model is using the same settings for all the securities in this spreadsheet, with the exception of trade frequency - which is a highly unusual capability and also indicates that entries that these results are not curve fit.
MiB: Stephen Cohen, BlackRock’s Chief Product Officer and Head of Global
Product Solutions
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This week, I speak with Stephen Cohen, BlackRock’s Chief Product
Officer and Head of Global Product Solutions. He is responsible for
delivering sol...
4 hours ago


