Recent content by JimmyAlgo

Will the daily commentary go on forever?

All explained in the INDX video. It’s an anti-martingale strategy to counter the martingale Darwins when their collective VAR reaches a high threshold. Rarely happens, but good hedge when it does

I think they did reduce the exposure to losing Darwins. They explain every Darwin in the index gets a 8.5% (or maybe it was 8%) stop loss, so I guess the exposure is reduced as the equities declined in Q1 - which is probably why INDX drawdown was not as severe as NAS100 (c.22%). Will be...

Might be worth watching it all then - they did explain the drawdown (over exposure / correlation to NAS100 stocks via the Darwin holdings) and have since made adjustments to how the index is compiled to avoid this in future. Most of your complaints above also apply to single Darwins, such as...

I don’t understand why you keep saying blackbox? In the YouTube webinar, it explains pretty much everything you’re questioning. Certainly more explanation than there is for any other single Darwin.

Is there a way to message you directly ? It seems you can’t on here or your Twitter… telegram perhaps?