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 […]

Fleet of Strategies

Continuing the thoughts from the November 1st post, we concluded with the mandates Your strategy should behave in all types of markets The markets are always changing, and the configuration must change too. Indeed, I know it is not possible to make a perfect strategy that works all the time (10th July post). At this […]