[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Need Benchmark Performance Data (S+P,CTA)



PureBytes Links

Trading Reference Links

I am looking for a good source of monthly performance data (for 8 yrs) on
the S+P and the CTA universe to do an analysis of risk adjusted returns.

Also, I ordered the 3rd Edition Of Perry Kaufman's "Trading Systems and
Methods"  9 months ago and just got it.  The structure is the same as the
last ( which I think is a must read).  It has some new and updated sections.
I'll comment more later.

Jim