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Livermore Active Issues Index for Friday, October 22nd

October 22, 2010
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from → Ranking
2 Comments leave one →
  1. Jeffrey permalink
    October 24, 2010 8:57 pm

    Hi David,

    New to the site and catching up on the posts. Fascinating stuff. Two questions. 1) Are these results posted above based on the hedged or un-hedged version? 2) What are the current results for the other version — meaning if 23.73% is the hedged version, what would it be for the un-hedged, or vice versa?

    Thanks and I look forward to exploring more on your site.

    Reply
  2. stat arb permalink
    October 31, 2010 4:13 pm

    Maybe I’m dense. What is the Livermore Index?

    Reply

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