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Difference between local and remote equity curves

skaak

27 Jul, 2010 07:40 PM via web

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Is there a reason for the difference between the local and remote equity curves?

Regards
MG

1. Support Staff 2 Posted by David on 28 Jul, 2010 09:50 AM

   

   Hi, can you be more specific?

   David.

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2. 3 Posted by skaak on 28 Jul, 2010 10:02 AM

   

   I wanted to create snapshots now, and then realised that the equity
   curve is actually similar, but differs from the one in the scorecard.

   So let me rephrase - why is the scorecard's equity curve different to
   the simulated one?

   Regards
   MG

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3. Support Staff 4 Posted by David on 28 Jul, 2010 10:15 AM

   

   In the scorecard, the equity curve aggregates all the instruments. To do this, we need the FX which are not available for local runs.

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4. 5 Posted by skaak on 28 Jul, 2010 10:28 AM

   

   Thanks - not sure I follow. Would make sense if one was EUR and one
   USD e.g. or if the strategy used multiple instruments, but both
   simulation and scorecard are in the same (EUR) currency and for only
   one instrument.

   They have a similar trajectory, but the scorecard starts higher and I
   recall reading somewhere that the scorecard starts with required
   investment or something like that.

   Do you have a link to more info? Otherwise, so be it.

   Thanks
   MG

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5. Support Staff 6 Posted by Alexandre on 30 Jul, 2010 12:43 PM

   

   The scorecard equity curve is shifted by the required cash necessary to run the strategy. There is no such shift in the equity curve available on the web site.

   Alexandre

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6. Alexandre closed this discussion on 30 Jul, 2010 12:43 PM.

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