A Formula for Evaluating and Selecting a Set of Trading Systems

smbcapitalFree Daily Trading Video, Systems Development, Systems Trading

Here are the two main ideas to focus on while you watch this video: – A Small Positive Drift + Diversification = Smooth Returns – Smoothness is not the only goal. We want Smoother AND Steeper returns. Furthermore, I hope these concepts demonstrate that smoother and steeper results can be achieved without taking on excessive leverage. Share your thoughts with … Read More