Wednesday, 25 October 2017

A Murder of Crows

A Murder of Crows is what a flock of crows is called. I trade a portfolio of algorithms and have been looking for a name to describe such a portfolio. In fact, I have more than just one portfolio of algorithms.

Why do I trade portfolios of algorithms you ask. Well. look at the pic below:

This is Market System Analyzer from Adatrade. The graph shows a combination of the day by day P&L of one of the portfolios. The portfolio is comprised of 18 different markets. By trading the 18 different algos as a portfolio I smooth out the equity curve and better utilize my capital.

Not all algos are in a position at the same time. By a more calculated use of capital my annual return is much, much higher. Maximize profits and minimize drawdowns.

The above porfolio is constructed on daily data. I have others based on intra day data.

Portfolios can be constructed on as few as 3 markets although I must say, "the more markets the better".

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