.@M1tchRosenthal I have a long-only strategy which trades on a monthly basis and which I have back-tested and have daily returns for. What should I keep in mind if I need to back-test with 2x leverage. Surely it can’t be multiplying daily returns 2x and then compounding it?
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Yes, the initial strat is unlevered. Got it on subtraction of cost of leverage from the 2x levered returns. Thanks!
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