Multiple Instruments Featured

Trading multiple strategies/instruments and max draw-downs

Hi all, One thing I’m greatly interested in at the moment is branching out my fleet of strategies. Ideally I would like to have multiple uncorrelated strategies trading at the same time such that when one is in draw-down, the other is making money. Not only does this apply to multiple different strategies trading simultaneously, but […]

Research

Pair Trading “The strategy monitors performance of two historically correlated securities. When the correlation between the two securities temporarily weakens, i.e. one stock moves up while the other moves down, the pairs trade would be to short the outperforming stock and to long the underperforming one, betting that the “spread” between the two would eventually […]