No single trading system is the answer. 25+ live systems prove that portfolio construction is the only holy grail in systematic trading.
Great stuff! I learned this from Ray Dalio 👍
What platform do you use for testing and deploying your strategies?
A software called RealTest
You are absolutely correct. I fought this for years and came to the same conclusion. Great post.
Glad you enjoyed it! Thanks!
Thank you for another excellent article. Such a game changer to focus on the portfolio effect.
In terms of coding do you run all your different strategies in realtest as a single algo?
Am experimenting with mean reversion, breakout and trend following to start with. Lots of testing to do!
Glad you enjoyed it! I actually run them all as separate scripts. It runs faster this way as I have too many scripts to run them combined all at once.
Great stuff! I learned this from Ray Dalio 👍
What platform do you use for testing and deploying your strategies?
A software called RealTest
You are absolutely correct. I fought this for years and came to the same conclusion. Great post.
Glad you enjoyed it! Thanks!
Thank you for another excellent article. Such a game changer to focus on the portfolio effect.
In terms of coding do you run all your different strategies in realtest as a single algo?
Am experimenting with mean reversion, breakout and trend following to start with. Lots of testing to do!
Glad you enjoyed it! I actually run them all as separate scripts. It runs faster this way as I have too many scripts to run them combined all at once.