2009 10 was more than just a huge rally

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Canada Goose sale Given a max loss of 2k, we already know the Sharpe Ratio was pretty good.2009 10 was more than just a huge rally, it was also a period where vol and skew were massively mispriced. Do the same with moving average strategies. Mocking up a simple market making back test versus an ES beta is hard, but that too would be a something to test against. Canada Goose sale

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