Forum: System: Value difference engine
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| | State of system so far :
the first audit on this account was done today. Risk levels are satisfactory. System is profitable and growing steadily in profits. But profit and loss volatility is higher than expected ( probabily due to the very low time frame since inception). This should be smoother over time. The loss minimization is satisfactory . although the loss minimization criteria created more number of loss making trades than profit making trades. This is perhaps unavoidable given the bear market in 2008. However research for ideas need to reflect on this problem.
The fee characteristics were changed, since the time requirements to manage this system is much lower than expected. |
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| Subject: | first audit |
| Posted by: | Index ( C2 Score: 975 ) |
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| When: | 9/01/08 (19:57) | |
| Systems: | |
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| | In response to post by value difference of 9/01/08 (18:05) State of system so far :
the first audit on this account was done today. Risk levels are satisfactory. System ...
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the first audit on this account was done today.
What in the world are you talking about?
This is collective2. You get tracked. People see your results.
There are no "audits" |
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What is the C2 Score?
Collective2 rates every trading advisor in its database and assigns a score between 100 and 1000.
In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating. One of the most important factors is the length of time we have been able to observe the performance of the trader. Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index. Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent trader will be rated more highly than a trader with erratic results.
