Portfolio of Trading System!
Hey guys! Hope you having a great day!
How you can see from my post I really interested in Portfolio of Trading System.
I got a portfolio for crypto, one for forex and within 2 days I will launch my portfolio for DAX.
My idea is to have something like 5/6 portfolio on different asset and then create the portfolio with strategy from all the other portfolio.
My problem is that I have (for example) 12 strategy on DAX? I take all the 12 backtest with 1 lot and put together in quantanalyzer. I study if the portfolio could be better without one or two strategy and write down all the important metrics (for me) as %DD or Return/DD.
So my study has 1 lot for every strategy as size and is not modificable. But to differentiate from the other post I want to focus on how do you choose the strategy to put inside the portfolio?
I will be glad to ear some results as well of your portfolio. Data like how much DD, how many strategies you run, how much profit and so on.
Mine are young and with predecided size so at the moment does not count. Anyway if you want to know this data just ask me in the comment.
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Aurelio Pavarini
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Portfolio of Trading System!
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