After few months off trading while relocating from Brasil to Switzerland, I m back at my trading desk.
I ll start today posting performance results for my trading account net of transactions costs.
I m running now exclusively a short-term trading subset of the macro strategy I used to communicate on in this blog.
Typical portfolio gross exposure is around 250% of equity.
Position concentration is high (1 to 3 trading position at a time).
Trading frequency is significantly higher than in the macro strategy
Daily risk is around 2% NAV
Trading focus has been on Italian MIB equity futures (ST1 Index) since started trading in late Nov.
December 2013: +18.72%
January 2014: +2.68%
February 2014: +8.51%
