#113371

Heres some topics i would have loved to read more about:

Whats your thoughts on mean reversion vs trend following in general? Do you think all markets are more one then the other?

How do you personally diversify your portfolio of strategies?

How many strategies are enough strategies?

How many of the same type of strategy can you have in the same market? An analysis of the correlation of different systems “doing the same thing” in the same market. Can it be done? (for example 3 different mean reversion strategies in daily timeframe S&P 500, too much/not enough?)

Have you calculated the correlation between your strategies and if so, what are the numbers and whats your take on those numbers?

Different portfolios for different timeframes? (Can you mix a 15m strategy in the same portfolio as a daily strategy? Obviously the average holding time would be very different.)

Stocks vs forex vs indicies. How and why do they behave differently.

Why some things work in 1 market but not in others

How big institutional traders trade

 

Hoping that whatever you decide to talk about contains reflection on your own experience, but also research and good source material! I also think transparency and honesty is very important! Good luck 🙂

 

Edit: Almost forgot an important point! Ive been struggling alot lately trying to figure out how to construct the most optimal portfolios! Would love some knowledge and research done on that point! Theres so much to think about and im kind of paralyzed just trying to wrap my head around it. Im thinking about all the things you need to consider: Timeframe, market, holding time, risk/reward, amount of daily/weekly/monthly trades, max drawdowns, correlation, sharpe ratio -> the portfolios sharpe ratio… The list goes on! Btw if anyone reads this and got tips on how to construct a good portfolio of strategies, please let me know hehe.

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