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7. - ?! 2012 BBC -, 1997 . 1998 - Long-Term Capital Management
4 . - 7 23
8. - ? - , . : - , , 8 23
9. - 2013 2014 -. ! 65 75 85 95 105 115 Jan 2013 Apr 2013 July
2013 Oct 2013 Jan 2014 Apr 2014 July 2014 EAM Strategies RTS 9
23
10. - , 2008 2011 . 80% 10 23
11. , . , . 11 23
12. , : , 12 23
13. , . S&P500: 80 120 160 200 240 280 Jan 2011 Apr 2011
Jul 2011 Oct 2011 Jan 2012 Apr 2012 Jul 2012 Oct 2012 Jan 2013 Apr
2013 Jul 2013 Oct 2013 EAM Strategies: The average annual
profitability +59.42% The maximum drawdown 11.10% The standard
deviation 7.68% S&P500: The average annual profitability
+13.68% The maximum drawdown 16.90% The standard deviation 3.52% 13
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14. 1 2015 EAM Strategies S&P500: 14 23 * 2015 . 100 110
120 130 May 2014 Jul 2014 Oct 2014 Jan 2015 Apr 2015 July 2015 EAM
The annual profitability +20.28% The maximum drawdown -10.02% The
standard deviation 10.79% S&P500 The annual profitability +10%
The maximum drawdown -3.10% The standard deviation 3.59%