Variances don't go away
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Re: MIP-33 Variances observed between statistics in the book vs when I run Simulator
First of all, Thank you Mr. Prashant Shah for your response however I am seeing the variances don't go away and I am unable to get a 100% match between Definedge backtest and my version. I recreated the strategy and used 20L as the starting amount and no restrictions on share price. Still I am seeing 31% drawdown and 31.13% CAGR for the same time period.
I am quite certain that I am doing something wrong.
