Seasonality Trading System

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    Francesco
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    As I specified in the first post, I would not consider seasonal algorithms as the main profit type, but a simple support.
    I understand that having strategies that operate every day is much more rewarding, but to have a complete algo portfolio, in my opinion, we also need something based on the long term to stabilize profits (also something like pathfinders would be very good, never tested but i saw nice results)
    To overcome instability, the idea could be to develop seasonal algorithms on several highly uncorrelated assets (probably commodities that are slightly better as you said) to minimize the risk.

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Seasonality Trading System


ProOrder: Automated Strategies & Backtesting

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This topic contains 15 replies,
has 4 voices, and was last updated by Francesco
5 years, 11 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 03/25/2020
Status: Active
Attachments: 4 files
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