Using strategy diversification is one of the easiest ways to improve the performance and reduce risk of your overall portfolio. Trading one strategy is risky because you never know when it may stop working or simply go into a period of under-performance.
Given two strategies to trade, the questions I have are, what is the performance of trading them together? What percentage of the total portfolio should be allocated to each strategy? How often should I rebalance that allocation?
Click here continue reading
Good Quant Trading,
Cesar
Looking for more strategies to trade and a group of like minded traders? My private trading club, The Crew, provides that and more. Click here to learn more.
|
| |
