Stocks & Commodities V. 43:04 (40, 13): Algo Q&A by Kevin J. Davey

Stocks & Commodities V. 43:04 (40, 13): Algo Q&A by Kevin J. Davey
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Algo Q&A by Kevin J. Davey

SELF-CREATED VS. LEASED STRATEGY

I have a strategy I created and I am comparing it to a strategy I can lease from an internet vendor (see Figure 1). I can only invest in one. Which would you choose and why?

The real dilemma here is you have two sets of historical performance results ...




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