Recent content by Graper

Good Advice! But maybe for beginners can fit better the CAR/MDD (Compounded Annual Return / Maximal Drawdown). This ratio show the best qualities of an equity curve: slope and risk reward ratio, also readeable as average time to recover its maximum historical loss (expressed in fraction...

Searching recurring patterns that anticipate the future behavior of a system, by studiing the changes in its levels of correlation inside the entire portfolio and its drawdwon levels compared to the performances of other systems, is a very complicated task that could possibly be resolved...

Hi folks, this is my point of view about this interesting topic: Even if I trade only forex spot contracts, about the golden rule of assets diversification I'm in strictly according with you. For this reason my several strategies, each one edging on different price movements (trend following...

Hi automated traders, this is my first post in this amazing forum, I'm a small retail automated trader, and I'm trading forex with self-made trading systems since 2010. Actually I trade three different strategies (Trend Following, Mean Reverting and Volatility Breakout type's) applied to the...