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EFTA02692865.pdf

Why This Matters

The document discusses updates to the Daily Portfolio Report, including breaking down individual long and short positions by category and displaying P/L per position in "vol days.

AI-Generated Summary

The document discusses updates to the Daily Portfolio Report, including breaking down individual long and short positions by category and displaying P/L per position in "vol days." These changes help distinguish significant gains from random volatility. The report also emphasizes leveraging winners while not adding to losers, leading to an asymmetrical distribution of returns.

Document Details

Subject: Fwd: ATorus - Daily Portfolio Report - 2/S
From: Lesley Groff
Date: Thursday, February 6, 2014
Pages: 2

Document Pages (2)

Page 1 of 2
EFTA02692865.pdf - Page 1
Page 2 of 2
EFTA02692865.pdf - Page 2